Open AccessOn Block Cholesky Decomposition for Sparse Inverse Covariance Estimation
Author(s) -
Xiaoning Kang,
Jiayi Lian,
Xinwei Deng
Publication title -
statistica sinica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.24
H-Index - 77
eISSN - 1996-8507
pISSN - 1017-0405
DOI - 10.5705/ss.202023.0065
Subject(s) - cholesky decomposition , covariance , estimation of covariance matrices , block (permutation group theory) , minimum degree algorithm , inverse , decomposition , mathematics , statistics , incomplete cholesky factorization , chemistry , combinatorics , physics , eigenvalues and eigenvectors , geometry , organic chemistry , quantum mechanics