搜索结果: 1-2 共查到“管理学 penalized estimation”相关记录2条 . 查询时间(0.062 秒)
Positive Definite $\ell_1$ Penalized Estimation of Large Covariance Matrices
Alternating direction methods Large covariance matrices Matrix norm Positive-denite estimation Sparsity Soft-thresholding.
2012/9/18
The thresholding covariance estimator has nice asymptotic properties for estimating sparse large covariance matrices, but it often has negative eigenvalues when used in real data analysis. To simultan...
Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models
HMM Graphical Lasso Universal Regularization Model Selection MMDL Greedy Backwards Pruning Genome Biology Chromatin Modeling
2012/9/17
We consider penalized estimation in hidden Markov models (HMMs) with multi-variate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practic...