Think global, act local when estimating a sparse precision matrix
Thesis: S.M., Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2016.
Main Author: | Lee, Peter Alexander |
---|---|
Other Authors: | Cynthia Rudin. |
Format: | Thesis |
Language: | eng |
Published: |
Massachusetts Institute of Technology
2016
|
Subjects: | |
Online Access: | http://hdl.handle.net/1721.1/105001 |
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