Estimation of Graphical Models using the ℓ₁,₂ Norm
Introduces a ℓ₁,₂ norm regularization technique for graphical model estimation, enabling recovery of sparse precision matrices when the number of variables is large relative to the …
khai-chiong
Introduces a ℓ₁,₂ norm regularization technique for graphical model estimation, enabling recovery of sparse precision matrices when the number of variables is large relative to the …