Covariance selection for nonchordal graphs via chordal embedding
From MaRDI portal
Publication:5503689
DOI10.1080/10556780802102693zbMath1151.90514OpenAlexW2114682096WikidataQ115802448 ScholiaQ115802448MaRDI QIDQ5503689
Joachim Dahl, Lieven Vandenberghe, Vwani P. Roychowdhury
Publication date: 16 January 2009
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780802102693
Related Items
A joint convex penalty for inverse covariance matrix estimation, On how to solve large-scale log-determinant optimization problems, Logarithmic barriers for sparse matrix cones, Structured Sparsity: Discrete and Convex Approaches, GMRES-Accelerated ADMM for Quadratic Objectives, On constrained estimation of graphical time series models, Fitting very large sparse Gaussian graphical models, Bayesian analysis of nonparanormal graphical models using rank-likelihood, Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones, An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection, Model selection and estimation in the matrix normal graphical model, An efficient algorithm for maximum entropy extension of block-circulant covariance matrices, Certifiably optimal sparse inverse covariance estimation, $LDL^T$ Direction Interior Point Method for Semidefinite Programming, Large-scale Sparse Inverse Covariance Matrix Estimation, A block coordinate gradient descent method for regularized convex separable optimization and covariance selection, Bayesian inference in nonparanormal graphical models, The cost of using decomposable Gaussian graphical models for computational convenience, Least angle and \(\ell _{1}\) penalized regression: a review, Link prediction via sparse Gaussian graphical model, An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation, Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints, Phylogenetically informed Bayesian truncated copula graphical models for microbial association networks, Exploiting special structure in semidefinite programming: a survey of theory and applications, Sharp lower and upper bounds for the Gaussian rank of a graph
Uses Software
