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Shrinking characteristics of precision matrix estimators
Aaron J. Molstad
,
Adam J. Rothman
Statistics (Twin Cities)
Research output
:
Contribution to journal
›
Article
›
peer-review
8
Scopus citations
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Keyphrases
Precision Matrix
100%
Predictive Models
40%
Simulation Study
20%
Log-likelihood Ratio
20%
Alternating Direction multiplier Method
20%
Convergence Rate
20%
Linear Function
20%
L1 Penalty
20%
Affine Function
20%
Optimization Variables
20%
Mathematics
Matrix
100%
Predictive Model
40%
Simulation Study
20%
Minimizes
20%
Linear Function
20%
Gaussian Distribution
20%
Affine Function
20%
Convergence Rate
20%
Alternating Direction Method of Multipliers
20%