Coordinate descent algorithm for covariance graphical Lasso
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Publication:892800
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Cites work
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Coordinate descent algorithms for lasso penalized regression
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Pathwise coordinate optimization
- Sparse estimation of a covariance matrix
- Sparse inverse covariance estimation with the graphical lasso
Cited in
(13)- Scaling it up: stochastic search structure learning in graphical models
- Estimation of multivariate dependence structures via constrained maximum likelihood
- A note on the lack of symmetry in the graphical lasso
- Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models
- A large-scale constrained joint modeling approach for predicting user activity, engagement, and churn with application to freemium mobile games
- A random covariance model for bi‐level graphical modeling with application to resting‐state fMRI data
- Coordinate descent algorithms for lasso penalized regression
- Precision matrix estimation under the horseshoe-like prior-penalty dual
- Adaptive Randomized Coordinate Descent for Sparse Systems: Lasso and Greedy Algorithms
- Group-wise shrinkage estimation in penalized model-based clustering
- The graphical lasso: new insights and alternatives
- Inequalities on partial correlations in Gaussian graphical models containing star shapes
- Covariance structure estimation with Laplace approximation
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