Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach

DOI10.1007/S10107-018-1331-ZOpenAlexW2895633594WikidataQ129090814 ScholiaQ129090814MaRDI QIDQ2425168FDOQ2425168

Han Liu, Ethan X. Fang, Mengdi Wang

Publication date: 26 June 2019

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-018-1331-z

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimization problems in optics and electromagnetic theory (78M50)

Cites Work

• Asymptotic normality and optimalities in estimation of large Gaussian graphical models
• Gaussian graphical model estimation with false discovery rate control
• Stability Selection
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• Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• A Constrainedℓ₁Minimization Approach to Sparse Precision Matrix Estimation
• The Design of Approximation Algorithms
• Innovated scalable efficient estimation in ultra-large Gaussian graphical models
• Title not available (Why is that?)
• On the consistency of feature selection using greedy least squares regression
• Quasi-Equilibria in Markets with Non-Convex Preferences
• A Note on Approximation Schemes for Multidimensional Knapsack Problems
• A minimal algorithm for the multiple-choice knapsack problem
• TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models

Cited In (3)

• A graph-based decomposition method for convex quadratic optimization with indicators
• Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems
• Vanishing Price of Decentralization in Large Coordinative Nonconvex Optimization

Uses Software

• Gurobi
• Knapsack

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