<formula formulatype="inline"><tex Notation="TeX">$l_{0}$</tex></formula> Sparse Inverse Covariance Estimation
نویسندگان
چکیده
منابع مشابه
0 Sparse Inverse Covariance Estimation
Recently, there has been focus on penalized loglikelihood covariance estimation for sparse inverse covariance (precision) matrices. The penalty is responsible for inducing sparsity, and a very common choice is the convex l1 norm. However, the best estimator performance is not always achieved with this penalty. The most natural sparsity promoting “norm” is the non-convex l0 penalty but its lack ...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2015
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2015.2416680