搜索结果: 1-1 共查到“管理学 Cholesky-based covariance regularization”相关记录1条 . 查询时间(0.214 秒)
A new approach to Cholesky-based covariance regularization in high dimensions
new approach Cholesky-based covariance regularization high dimensions
2010/3/18
In this paper we propose a new regression interpretation of the Cholesky factor of the covariance matrix, as opposed to the well known regression interpretation of the Cholesky factor of the inverse c...