Algorithm 1042: sparse precision matrix estimation with \texttt{SQUIC}

DOI10.1145/3650108MaRDI QIDQ6604166FDOQ6604166

Authors: Aryan Eftekhari, Lisa Gaedke-Merzhäuser, Dimosthenis Pasadakis, Matthias Bollhöfer, Simon Scheidegger, Olaf Schenk 

Publication date: 12 September 2024

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

zbMATH Keywords

matrix factorizationcovariance matrixmatrix inversionsparse precision matrix estimation

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites Work

• Gaussian Markov Random Fields
• Estimating the dimension of a model
• High dimensional covariance matrix estimation using a factor model
• Title not available (Why is that?)
• Sparse inverse covariance estimation with the graphical lasso
• Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
• Model selection and estimation in the Gaussian graphical model
• On Finding Supernodes for Sparse Matrix Computations
• An overview of the estimation of large covariance and precision matrices
• Covariate-adjusted precision matrix estimation with an application in genetical genomics
• Title not available (Why is that?)
• Covariance selection for nonchordal graphs via chordal embedding
• Proximal Newton-Type Methods for Minimizing Composite Functions
• A survey of direct methods for sparse linear systems
• An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
• Certifiably optimal sparse inverse covariance estimation
• Large-scale Sparse Inverse Covariance Matrix Estimation
• Estimation of covariance and precision matrix, network structure, and a view toward systems biology

This page was built for publication: Algorithm 1042: sparse precision matrix estimation with \texttt{SQUIC}

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6604166)