scholarly journals An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss

2020 ◽  
Vol 142 ◽  
pp. 106812 ◽  
Author(s):  
Cheng Wang ◽  
Binyan Jiang
Keyword(s):  
High Dimensional ◽  
Quadratic Loss ◽  
Precision Matrix ◽  
Matrix Estimation ◽  
Dimensional Precision ◽  
Admm Algorithm

scholarly journals Covariance and precision matrix estimation for high-dimensional time series

2013 ◽  
Vol 41 (6) ◽  
pp. 2994-3021 ◽  
Author(s):  
Xiaohui Chen ◽  
Mengyu Xu ◽  
Wei Biao Wu
Keyword(s):  
Time Series ◽  
High Dimensional ◽  
Precision Matrix ◽  
Matrix Estimation
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