Estimation of Graphical Models through Structured Norm Minimization
From MaRDI portal
Publication:4558541
zbMath1473.62200arXiv1609.09010MaRDI QIDQ4558541
George Michailidis, Davoud Ataee Tarzanagh
Publication date: 22 November 2018
Full work available at URL: https://arxiv.org/abs/1609.09010
convergenceregularizationMarkov random fieldsalternating direction method of multipliers (ADMM)Gaussian covariance graph modelstructured sparse norm
Random fields; image analysis (62M40) Markov processes: estimation; hidden Markov models (62M05) Probabilistic graphical models (62H22)
Related Items
A Unified Framework for Structured Graph Learning via Spectral Constraints, Unnamed Item, Structure learning of sparse directed acyclic graphs incorporating the scale-free property, Unnamed Item, Fast Randomized Algorithms for t-Product Based Tensor Operations and Decompositions with Applications to Imaging Data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Regularized estimation in sparse high-dimensional time series models
- A lava attack on the recovery of sums of dense and sparse signals
- Sparse inverse covariance estimation with the graphical lasso
- Latent variable graphical model selection via convex optimization
- Iteration complexity analysis of multi-block ADMM for a family of convex minimization without strong convexity
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- On the linear convergence of the alternating direction method of multipliers
- A three-operator splitting scheme and its optimization applications
- Estimating heterogeneous graphical models for discrete data with an application to roll call voting
- Learning Markov random walks for robust subspace clustering and estimation
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Consensus clustering: A resampling-based method for class discovery and visualization of gene expression microarray data
- Sparse permutation invariant covariance estimation
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- From the Cover: The structure of scientific collaboration networks
- A new nonmonotone trust region method for unconstrained optimization equipped by an efficient adaptive radius
- Adaptive Thresholding for Sparse Covariance Matrix Estimation
- Graphical methods for efficient likelihood inference in Gaussian covariance models
- Emergence of Scaling in Random Networks
- The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
- Joint estimation of multiple graphical models
- Solving Multiple-Block Separable Convex Minimization Problems Using Two-Block Alternating Direction Method of Multipliers
- Model selection and estimation in the Gaussian graphical model
- Two-Point Step Size Gradient Methods
- Classification With the Sparse Group Lasso
- 10.1162/jmlr.2003.3.4-5.993
- Positive-Definite ℓ1-Penalized Estimation of Large Covariance Matrices
- Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- Beitrag zur Theorie des Ferromagnetismus
- A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints
- Regularization and Variable Selection Via the Elastic Net
- Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
- Towards a Theory of Scale-Free Graphs: Definition, Properties, and Implications
- On the Global Linear Convergence of the ADMM with MultiBlock Variables
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Analysis of Financial Time Series
- Benchmarking optimization software with performance profiles.
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
