Sparse Covariance Matrix Estimation by DCA-Based Algorithms
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Publication:5380866
DOI10.1162/neco_a_01012zbMath1418.62276OpenAlexW2757561447WikidataQ47668780 ScholiaQ47668780MaRDI QIDQ5380866
Hoai An Le Thi, Tao Pham Dinh, Duy Nhat Phan
Publication date: 6 June 2019
Published in: Neural Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1162/neco_a_01012
Nonconvex programming, global optimization (90C26) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (6)
Open issues and recent advances in DC programming and DCA ⋮ Online Learning Based on Online DCA and Application to Online Classification ⋮ DCA-based algorithms for DC fitting ⋮ Novel DCA based algorithms for a special class of nonconvex problems with application in machine learning ⋮ DC programming and DCA: thirty years of developments ⋮ Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression
Uses Software
Cites Work
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