On {l}_{q} Optimization and Sparse Inverse Covariance Selection

DOI10.1109/TSP.2014.2303429MaRDI QIDQ4579090zbMATH OpenOpenAlexFDO

Authors Goran Marjanovic, V. Solo

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2014.2303429

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(6)

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• A recursive approach for determining matrix inverses as applied to causal time series processes
• The equivalence of three types of error bounds for weakly and approximately convex functions
• Interpretation of the precision matrix and its application in estimating sparse brain connectivity during sleep spindles from human electrocorticography recordings
• Adaptive First-Order Methods for General Sparse Inverse Covariance Selection

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