An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
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Publication:2008097
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- Covariance regularization by thresholding
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Estimation of high-dimensional graphical models using regularized score matching
- Fast and adaptive sparse precision matrix estimation in high dimensions
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 6378086 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- 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
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimal rates of convergence for sparse covariance matrix estimation
- QUIC: quadratic approximation for sparse inverse covariance estimation
- Sparse Gaussian graphical model estimation via alternating minimization
- Sparse inverse covariance estimation with the graphical lasso
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(13)- Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models
- Precision matrix estimation using penalized generalized Sylvester matrix equation
- Efficient distributed estimation of high-dimensional sparse precision matrix
- ADMM algorithmic regularization paths for high-dimensional sparse precision matrix estimation
- A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
- HiQR: an efficient algorithm for high-dimensional quadratic regression with penalties
- Tuning-free sparse clustering via alternating hard-thresholding
- Algorithm 1042: sparse precision matrix estimation with \texttt{SQUIC}
- Bayesian structure learning for graphical models with symmetry constraints
- Basis precision matrix estimation via column-wise inverse operator
- Estimation for basis precision matrix by unconstrained l₁-regularized estimator
- A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions
- An adapted linear discriminant analysis with variable selection for the classification in high-dimension, and an application to medical data
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