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

DOI10.1109/TSP.2014.2303429zbMATH Open1394.94374OpenAlexW2139811697MaRDI QIDQ4579090FDOQ4579090

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

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Mathematics Subject Classification ID

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

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• 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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