A DC Programming Approach for Sparse Estimation of a Covariance Matrix

DOI10.1007/978-3-319-18161-5_12zbMath1370.90200MaRDI QIDQ5356977

Hoai An Le Thi, Tao Pham Dinh, Duy Nhat Phan

Publication date: 12 September 2017

Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-18161-5_12

zbMATH Keywords

DCA; DC programming; sparse covariance matrix

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

90C26: Nonconvex programming, global optimization

Cites Work

• Unnamed Item
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Sparse estimation of a covariance matrix
• Exact penalty and error bounds in DC programming
• Self-organizing maps by difference of convex functions optimization
• Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms
• Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm
• Optimal rates of convergence for covariance matrix estimation
• Sparsistency and rates of convergence in large covariance matrix estimation
• Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
• Convex analysis approach to d. c. programming: Theory, algorithms and applications
• Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
• The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
• Dictionary learning for fast classification based on soft-thresholding
• Wishart distributions for decomposable covariance graph models
• A DC programming approach for feature selection in support vector machines learning
• Regularized estimation of large covariance matrices
• Sparse estimation of large covariance matrices via a nested Lasso penalty
• Optimization based DC programming and DCA for hierarchical clustering
• A new approach to Cholesky-based covariance regularization in high dimensions
• Estimation of a covariance matrix with zeros
• DC Programming Approach for a Class of Nonconvex Programs Involving l 0 Norm
• A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
• Generalized Thresholding of Large Covariance Matrices
• Covariance matrix selection and estimation via penalised normal likelihood
• Multicategory ψ-Learning