Fitting Laplacian regularized stratified Gaussian models

DOI10.1007/S11081-021-09611-5MaRDI QIDQ2147926zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 20 June 2022

Published in Optimization and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.01752

zbMATH Keywords

convex optimizationGaussian modelsLaplacian regularizationLaplacian regularized stratified modelsstratified model fitting

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Artificial intelligence (68Txx) Mathematical programming (90Cxx)

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Cited in

(5)

• Eigen-stratified models
• scientific article; zbMATH DE number 7370577 (Why is no real title available?)
• Covariance prediction via convex optimization
• Fitting Laplacian Regularized Stratified Gaussian Models
• Pretraining and the lasso

Describes a project that uses

Uses Software

• scout
• Flury
• glasso
• CVXPortfolio
• PRMLT
• RegEM

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