Fused Multiple Graphical Lasso
From MaRDI portal
Publication:5254994
DOI10.1137/130936397zbMath1320.90055arXiv1209.2139OpenAlexW1549171236MaRDI QIDQ5254994
Jieping Ye, Peter Wonka, Zhaosong Lu, Sen Yang, Xiaotong Shen
Publication date: 11 June 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.2139
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Minimax problems in mathematical programming (90C47) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
On how to solve large-scale log-determinant optimization problems, Unnamed Item, Modeling Massive Highly Multivariate Nonstationary Spatial Data with the Basis Graphical Lasso, A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems, Heterogeneity adjustment with applications to graphical model inference, Estimating heterogeneous graphical models for discrete data with an application to roll call voting, Structural Pursuit Over Multiple Undirected Graphs, Estimating Time-Varying Graphical Models, An Efficient Linearly Convergent Regularized Proximal Point Algorithm for Fused Multiple Graphical Lasso Problems, Localizing differentially evolving covariance structures via scan statistics
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Smooth minimization of non-smooth functions
- Sparse inverse covariance estimation with the graphical lasso
- An inexact successive quadratic approximation method for L-1 regularized optimization
- Practical inexact proximal quasi-Newton method with global complexity analysis
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- An augmented Lagrangian approach for sparse principal component analysis
- Learning a common substructure of multiple graphical Gaussian models
- A coordinate gradient descent method for nonsmooth separable minimization
- Estimating time-varying networks
- The graphical lasso: new insights and alternatives
- Time varying undirected graphs
- Alternating direction method for covariance selection models
- High-dimensional graphs and variable selection with the Lasso
- Proximal Newton-Type Methods for Minimizing Composite Functions
- Adaptive First-Order Methods for General Sparse Inverse Covariance Selection
- Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
- Joint estimation of multiple graphical models
- Active Set Identification in Nonlinear Programming
- Model selection and estimation in the Gaussian graphical model
- First-Order Methods for Sparse Covariance Selection
- Smooth Optimization Approach for Sparse Covariance Selection
- Sparse Reconstruction by Separable Approximation
- Sparsity and Smoothness Via the Fused Lasso
- An Inexact Accelerated Proximal Gradient Method for Large Scale Linearly Constrained Convex SDP
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- Model Selection and Estimation in Regression with Grouped Variables