Large-scale sparse inverse covariance matrix estimation
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Estimation in multivariate analysis (62H12) Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)
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Cited in
(26)- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
- Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints
- A robust and accurate adaptive approximation method for a diffuse-interface model of binary-fluid flows
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- High dimensional inverse covariance matrix estimation via linear programming
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- QUIC: quadratic approximation for sparse inverse covariance estimation
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- Analysis of Probing Techniques for Sparse Approximation and Trace Estimation of Decaying Matrix Functions
- <formula formulatype="inline"><tex Notation="TeX">$l_{0}$</tex></formula> Sparse Inverse Covariance Estimation
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