Alternating direction method for covariance selection models
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Publication:2276406
DOI10.1007/S10915-011-9507-1zbMATH Open1255.65031OpenAlexW2093042090MaRDI QIDQ2276406FDOQ2276406
Authors: Xiaoming Yuan 
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
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Cites Work
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Solving semidefinite-quadratic-linear programs using SDPT3
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- Smooth minimization of non-smooth functions
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Model selection and estimation in the Gaussian graphical model
- First-Order Methods for Sparse Covariance Selection
- Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
- From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
- Multiplier and gradient methods
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- Application of the alternating direction method of multipliers to separable convex programming problems
- Solving constrained total-variation image restoration and reconstruction problems via alternating direction methods
- Alternating direction algorithms for \(\ell_1\)-problems in compressive sensing
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- A new inexact alternating directions method for monotone variational inequalities
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- A Weak-to-Strong Convergence Principle for Fejér-Monotone Methods in Hilbert Spaces
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
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- Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities
- A variable-penalty alternating directions method for convex optimization
- Smooth Optimization Approach for Sparse Covariance Selection
- Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
- A descent method for structured monotone variational inequalities
- Determinant Maximization with Linear Matrix Inequality Constraints
Cited In (41)
- A dual spectral projected gradient method for log-determinant semidefinite problems
- An alternating direction method with continuation for nonconvex low rank minimization
- Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem
- Inexact alternating-direction-based contraction methods for separable linearly constrained convex optimization
- A fast splitting method tailored for Dantzig selector
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- A new stopping criterion for Eckstein and Bertsekas's generalized alternating direction method of multipliers
- Efficient algorithms for solving condition number-constrained matrix minimization problems
- First-order methods for convex optimization
- An ADM-based splitting method for separable convex programming
- An alternating direction method for finding Dantzig selectors
- On how to solve large-scale log-determinant optimization problems
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
- An implementable splitting algorithm for the \(\ell_1\)-norm regularized split feasibility problem
- Title not available (Why is that?)
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
- Sparse precision matrix estimation with missing observations
- Title not available (Why is that?)
- Sparse and low-rank matrix regularization for learning time-varying Markov networks
- On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities
- Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems
- Sparse approximate solution of fitting surface to scattered points by MLASSO model
- Alternating proximal gradient method for convex minimization
- Sparse and low-rank covariance matrix estimation
- Fused multiple graphical lasso
- Nonmonotone Barzilai-Borwein gradient algorithm for \(\ell_1\)-regularized nonsmooth minimization in compressive sensing
- A customized Douglas-Rachford splitting algorithm for separable convex minimization with linear constraints
- Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization
- A proximal alternating linearization method for minimizing the sum of two convex functions
- Alternating direction method of multipliers for sparse principal component analysis
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations
- Convergence analysis of split-Douglas-Rachford algorithm and a novel preconditioned ADMM with an improved condition
- A proximal point algorithm for log-determinant optimization with group Lasso regularization
- Covariance selection and multivariate dependence
- A distributed Douglas-Rachford splitting method for multi-block convex minimization problems
- Adaptive First-Order Methods for General Sparse Inverse Covariance Selection
- Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
- A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets
- An efficient method for solving a matrix least squares problem over a matrix inequality constraint
- An extragradient-based alternating direction method for convex minimization
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