Learning graph Laplacian with MCP
From MaRDI portal
Recommendations
Cites work
- A nonsmooth version of Newton's method
- A proximal point algorithm for log-determinant optimization with group Lasso regularization
- A unified framework for structured graph learning via spectral constraints
- An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- Clarke Subgradients of Stratifiable Functions
- Computing B-stationary points of nonsmooth DC programs
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- DC programming and DCA: thirty years of developments
- Difference-of-convex learning: directional stationarity, optimality, and sparsity
- Estimation of positive definite M-matrices and structure learning for attractive Gaussian Markov random fields
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Global convergence of a proximal linearized algorithm for difference of convex functions
- Hankel matrix rank minimization with applications to system identification and realization
- scientific article; zbMATH DE number 4082855 (Why is no real title available?)
- scientific article; zbMATH DE number 46303 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- scientific article; zbMATH DE number 964896 (Why is no real title available?)
- Laplacian Eigenmaps for Dimensionality Reduction and Data Representation
- Learning Laplacian Matrix in Smooth Graph Signal Representations
- Likelihood-based selection and sharp parameter estimation
- Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
- Maximum likelihood estimation in Gaussian models under total positivity
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Nearly unbiased variable selection under minimax concave penalty
- On efficiently solving the subproblems of a level-set method for fused lasso problems
- On the convergence of the proximal algorithm for nonsmooth functions involving analytic features
- On the rate of convergence of the difference-of-convex algorithm (DCA)
- Optimization Algorithms for Graph Laplacian Estimation via ADMM and MM
- Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
- Proximité et dualité dans un espace hilbertien
- Semismooth Matrix-Valued Functions
- Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparsistency and rates of convergence in large covariance matrix estimation
- The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems
- Total positivity in Markov structures
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(2)
This page was built for publication: Learning graph Laplacian with MCP
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6640995)
