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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Graphical lasso ： ウィキペディア英語版 Graphical lasso The graphical lasso is an algorithm to estimate the precision matrix (inverse of covariance matrix) from the observations from multivariate Gaussian distribution. == Setting == Consider observations $X\_1,\; X\_2,\; ...,\; X\_n$ from multivariate Gaussian distribution $X\; \backslash sim\; N(0,\; \backslash Sigma)$. We are interested in estimating the precision matrix $\backslash Theta\; =\; \backslash Sigma^$. The graphical lasso estimator is the $\backslash hat$ such that: :$$ \hat = \underset) Where $S$ is the sample covariance, and $\backslash lambda$ is the penalizing parameter.〔 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Graphical lasso」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.