A Greedy Algorithm for Sparse Precision Matrix Approximation
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Publication:5079528
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Cites work
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A unified primal-dual algorithm framework based on Bregman iteration
- An Iterative Regularization Method for Total Variation-Based Image Restoration
- An adaptive inverse scale space method for compressed sensing
- Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
- CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
- Convergence of the linearized Bregman iteration for \(\ell _1\)-norm minimization
- Covariance regularization by thresholding
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- Fast and adaptive sparse precision matrix estimation in high dimensions
- Fast sparse reconstruction: Greedy inverse scale space flows
- First-Order Methods for Sparse Covariance Selection
- Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence
- Greed is Good: Algorithmic Results for Sparse Approximation
- Hard thresholding pursuit: an algorithm for compressive sensing
- High dimensional inverse covariance matrix estimation via linear programming
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- Linearized Bregman iterations for compressed sensing
- Matching pursuits with time-frequency dictionaries
- Model selection and estimation in the Gaussian graphical model
- Network exploration via the adaptive LASSO and SCAD penalties
- Nonlinear inverse scale space methods
- Nonparametric estimation of large covariance matrices of longitudinal data
- Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparsistency and rates of convergence in large covariance matrix estimation
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(6)- scientific article; zbMATH DE number 7049775 (Why is no real title available?)
- Squeezing a Matrix into Half Precision, with an Application to Solving Linear Systems
- A hierarchical algorithm for making sparse matrices sparser
- A greedy algorithm for sparse precision matrix approximation
- ADMM algorithmic regularization paths for high-dimensional sparse precision matrix estimation
- Deterministic Sparse Column Based Matrix Reconstruction via Greedy Approximation of SVD
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