Alternating direction method for covariance selection models
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Publication:2276406
DOI10.1007/s10915-011-9507-1zbMath1255.65031MaRDI QIDQ2276406
Publication date: 5 November 2012
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-011-9507-1
62J10: Analysis of variance and covariance (ANOVA)
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Uses Software
Cites Work
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- Smooth minimization of non-smooth functions
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- Multiplier and gradient methods
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- Model selection and estimation in the Gaussian graphical model
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- Determinant Maximization with Linear Matrix Inequality Constraints
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
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