Unifying Sparse Estimation of Precision and Covariance Matrices

arXiv:2403.12357 · stat.CO, stat.ML · Submitted 2024-03-19 · Read on arXiv

stat.CO, stat.ML

Submitted: 2024-03-19

Updated: 2026-10-26

Terminology

• Lasso — 3× in this paper · explained in 2 episodes

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