A Greedy Algorithm for Sparse Precision Matrix Approximation
From MaRDI portal
Publication:5079528
DOI10.4208/JCM.2005-M2019-0151OpenAlexW3192642995MaRDI QIDQ5079528FDOQ5079528
Authors: Didi Lv, Xiaoqun Zhang 
Publication date: 27 May 2022
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.00723
Recommendations
- Sparse approximation by greedy algorithms
- Sparse Approximation and Recovery by Greedy Algorithms
- Algorithms for simultaneous sparse approximation. I: Greedy pursuit
- scientific article; zbMATH DE number 3905737
- Sparse matrix approximations for multigrid methods
- Greed is Good: Algorithmic Results for Sparse Approximation
- Efficient approximate solution of sparse linear systems
- Sparse total least squares: analysis and greedy algorithms
- Deterministic Sparse Column Based Matrix Reconstruction via Greedy Approximation of SVD
- Computing sparse approximations deterministically
Cites Work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Covariance regularization by thresholding
- Sparsistency and rates of convergence in large covariance matrix estimation
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Network exploration via the adaptive LASSO and SCAD penalties
- Model selection and estimation in the Gaussian graphical model
- Matching pursuits with time-frequency dictionaries
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- High dimensional inverse covariance matrix estimation via linear programming
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- First-Order Methods for Sparse Covariance Selection
- Nonparametric estimation of large covariance matrices of longitudinal data
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
- CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
- Linearized Bregman iterations for compressed sensing
- Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence
- Greed is Good: Algorithmic Results for Sparse Approximation
- Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
- An Iterative Regularization Method for Total Variation-Based Image Restoration
- A unified primal-dual algorithm framework based on Bregman iteration
- Nonlinear inverse scale space methods
- An adaptive inverse scale space method for compressed sensing
- Hard thresholding pursuit: an algorithm for compressive sensing
- Convergence of the linearized Bregman iteration for \(\ell _1\)-norm minimization
- Fast and adaptive sparse precision matrix estimation in high dimensions
- Fast sparse reconstruction: Greedy inverse scale space flows
Cited In (5)
- Title not available (Why is that?)
- Squeezing a Matrix into Half Precision, with an Application to Solving Linear Systems
- A hierarchical algorithm for making sparse matrices sparser
- ADMM algorithmic regularization paths for high-dimensional sparse precision matrix estimation
- Deterministic Sparse Column Based Matrix Reconstruction via Greedy Approximation of SVD
Uses Software
This page was built for publication: A Greedy Algorithm for Sparse Precision Matrix Approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5079528)
