Sparse and low-rank matrix regularization for learning time-varying Markov networks
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Cites work
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- A Singular Value Thresholding Algorithm for Matrix Completion
- Alternating direction method for covariance selection models
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- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- Atomic Decomposition by Basis Pursuit
- Clustering by passing messages between data points
- Consistency of Pseudolikelihood Estimation of Fully Visible Boltzmann Machines
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Dynamic matrix-variate graphical models
- Efficiency of pseudolikelihood estimation for simple Gaussian fields
- Estimating time-varying networks
- Estimation of sparse binary pairwise Markov networks using pseudo-likelihoods
- Finding approximately rank-one submatrices with the nuclear norm and \(\ell_1\)-norm
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- High-dimensional graphs and variable selection with the Lasso
- Local Regression and Likelihood
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Numerical Optimization
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
- Probabilistic graphical models.
- Proximal methods for hierarchical sparse coding
- Restoration of Poissonian Images Using Alternating Direction Optimization
- Sparse inverse covariance estimation with the graphical lasso
- The Group Lasso for Logistic Regression
- The composite absolute penalties family for grouped and hierarchical variable selection
- Time varying undirected graphs
Cited in
(6)- Support consistency of direct sparse-change learning in Markov networks
- Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation
- Learning short multivariate time series models through evolutionary and sparse matrix computation
- Structured learning of time-varying networks with application to \(\mathrm{PM}_{2.5}\) data
- CMD: controllable matrix decomposition with global optimization for deep neural network compression
- Innovated scalable dynamic learning for time-varying graphical models
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