Fast algorithms for sparse inverse covariance estimation
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Cites work
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
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- An O( n L) iteration primal-dual path-following method, based on wide neighbourhood and large update, for second-order cone programming
- Efficient Minimax Estimation of a Class of High-Dimensional Sparse Precision Matrices
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- First-Order Methods for Sparse Covariance Selection
- Fixed point and Bregman iterative methods for matrix rank minimization
- High dimensional inverse covariance matrix estimation via linear programming
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- Network exploration via the adaptive LASSO and SCAD penalties
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- Reconstructing local volatility using total variation
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- Sparse permutation invariant covariance estimation
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- The Split Bregman Method for L1-Regularized Problems
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
Cited in
(19)- <formula formulatype="inline"><tex Notation="TeX">$l_{0}$</tex></formula> Sparse Inverse Covariance Estimation
- Converting ADMM to a proximal gradient for efficient sparse estimation
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- Sparse matrix inversion with scaled Lasso
- A DC programming approach for sparse estimation of a covariance matrix
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
- A proximal distance algorithm for likelihood-based sparse covariance estimation
- An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units
- Sparse inverse covariance matrix estimation via the _0-norm with Tikhonov regularization
- Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints
- Certifiably optimal sparse inverse covariance estimation
- Fast and adaptive sparse precision matrix estimation in high dimensions
- Alternating direction method for covariance selection models
- First-Order Methods for Sparse Covariance Selection
- Large-scale sparse inverse covariance matrix estimation
- Fast Computation of Latent Correlations
- ADMM algorithmic regularization paths for high-dimensional sparse precision matrix estimation
- On ${l}_{q}$ Optimization and Sparse Inverse Covariance Selection
- Adaptive First-Order Methods for General Sparse Inverse Covariance Selection
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