Estimation of covariance inverse
碩士 === 國立清華大學 === 統計學研究所 === 101 === In recent years ,the estimate of covariance inverse matrix with high dimemsional which between model fitting and model simplifies .Many scholars have suggested that using maximum penalized likelihood function with L1-norm .The L1-norm can identify sparse signal e...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87436733271483937280 |