Pages that link to "Item:Q1796959"
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The following pages link to An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959):
Displaying 5 items.
- Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
- A dual spectral projected gradient method for log-determinant semidefinite problems (Q1986103) (← links)
- Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints (Q2059164) (← links)
- Efficient dual ADMMs for sparse compressive sensing MRI reconstruction (Q6040852) (← links)
- An extended linearized alternating direction method of multipliers for fused-Lasso penalized linear regression (Q6160373) (← links)
