Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
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Publication:3083318
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- A dual spectral projected gradient method for log-determinant semidefinite problems
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
- An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem
- Latent variable graphical model selection via convex optimization
- A proximal point dual Newton algorithm for solving group graphical Lasso problems
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- Graphical model selection for Gaussian conditional random fields in the presence of latent variables
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- Nonsmooth optimization over the Stiefel manifold and beyond: proximal gradient method and recent variants
- An efficient linearly convergent regularized proximal point algorithm for fused multiple graphical Lasso problems
- Fused multiple graphical lasso
- Proximal gradient method for nonsmooth optimization over the Stiefel manifold
- A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
- Reconstruction of sparse-view tomography via preconditioned Radon sensing matrix
- Learning graph Laplacian with MCP
- Alternating direction method for covariance selection models
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- Discussion: Latent variable graphical model selection via convex optimization
- On the Solution of ℓ0-Constrained Sparse Inverse Covariance Estimation Problems
- Rejoinder: Latent variable graphical model selection via convex optimization
- Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
- Discussion: Latent variable graphical model selection via convex optimization
- Alternating proximal gradient method for convex minimization
- Sparse precision matrix estimation with missing observations
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