"Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance ..."

Aramayis Dallakyan, Mohsen Pourahmadi (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-07-29

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  - journals/corr/abs-2007-11168
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  - https://dblp.org/rec/journals/corr/abs-2007-11168
Aramayis Dallakyan, Mohsen Pourahmadi:
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data. CoRR abs/2007.11168 (2020)

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