For q-dimensional data, penalized versions of the sample covariance matrix are important when the sample size is small or modest relative to q. Since the negative log-likelihood under multivariate ...

中文翻译：

---

在矩阵对数变换上使用凸惩罚缩小协方差矩阵

对于 q 维数据，当样本大小相对于 q 较小或适中时，样本协方差矩阵的惩罚版本很重要。由于多元变量下的负对数似然......