期刊论文详细信息
| Statistical Analysis and Data Mining | |
| A coordinate descent algorithm for sparse positive definite matrix estimation | |
| Ting Yuan1 Junhui Wang1 | |
| [1] Department of Mathematics, Statistics, and Computer Science, University of Illinois at Chicago, Chicago, IL 60607, USA | |
| 关键词: covariance matrix estimation; coordinate descent; forward stagewise estimation; graph clustering; positive definiteness; precision matrix estimation; | |
| DOI : 10.1002/sam.11185 | |
| 学科分类：社会科学、人文和艺术（综合） | |
| 来源: John Wiley & Sons, Inc. | |
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