A Proximal Point Algorithm for Log-Determinant Optimization with Group Lasso Regularization (Q2848177)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Proximal Point Algorithm for Log-Determinant Optimization with Group Lasso Regularization |
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A Proximal Point Algorithm for Log-Determinant Optimization with Group Lasso Regularization (English)
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25 September 2013
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proximal point algorithm
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covariance selection
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log-determinant optimization
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group Lasso regularization
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augmented Lagrangian
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alternating direction method
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Newton's method
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Gaussian graphical model
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convergence
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numerical result
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