Sign in

-regularized sparse covariance selection.

Lu LiKim-Chuan Toh
Published in: Math. Program. Comput. (2010)
Keyphrases
  • regularized least squares
  • covariance matrix
  • sparse data
  • high dimensional
  • least squares
  • sparse representation
  • dictionary learning
  • data sets
  • selection algorithm
  • selection criteria
  • orthogonal matching pursuit