A block coordinate gradient descent method for regularized convex separable optimization and covariance selection (Q644904)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A block coordinate gradient descent method for regularized convex separable optimization and covariance selection |
scientific article |
Statements
A block coordinate gradient descent method for regularized convex separable optimization and covariance selection (English)
0 references
7 November 2011
0 references
block coordinate gradient descent
0 references
complexity
0 references
convex optimization
0 references
covariance selection
0 references
global convergence
0 references
linear rate convergence
0 references
\(\ell _{1}\)-penalization
0 references
maximum likelihood estimation
0 references
0 references
