On the Solution of ℓ0-Constrained Sparse Inverse Covariance Estimation Problems
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Publication:4995086
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Cites work
- <formula formulatype="inline"><tex Notation="TeX">$l_{0}$</tex></formula> Sparse Inverse Covariance Estimation
- A multilevel framework for sparse optimization with application to inverse covariance estimation and logistic regression
- A Nonmonotone Line Search Technique for Newton’s Method
- An efficient optimization approach for a cardinality-constrained index tracking problem
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- Best subset selection via a modern optimization lens
- First-Order Methods for Sparse Covariance Selection
- scientific article; zbMATH DE number 6982922 (Why is no real title available?)
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- Projection algorithms for nonconvex minimization with application to sparse principal component analysis
- QUIC: quadratic approximation for sparse inverse covariance estimation
- Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
- Sparse Approximation via Penalty Decomposition Methods
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparse Reconstruction by Separable Approximation
- The Adaptive Lasso and Its Oracle Properties
- Two-Point Step Size Gradient Methods
Cited in
(6)- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
- A decomposition method for Lasso problems with zero-sum constraint
- On ${l}_{q}$ Optimization and Sparse Inverse Covariance Selection
- <formula formulatype="inline"><tex Notation="TeX">$l_{0}$</tex></formula> Sparse Inverse Covariance Estimation
- On the Covariance Completion Problem Under a Circulant Structure
- An _0-constrained and _1-regularized estimator for graphical models
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