Sparse covariance matrix estimation by DCA-based algorithms
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Cites work
- A bilinear formulation for vector sparsity optimization
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- A DC programming approach for feature selection in support vector machines learning
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A general framework for multiple testing dependence
- Block clustering based on difference of convex functions (DC) programming and DC algorithms
- Class prediction by nearest shrunken centroids, with applications to DNA microarrays.
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- Correlated z-values and the accuracy of large-scale statistical estimates
- DC approximation approaches for sparse optimization
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Estimation of a covariance matrix with zeros
- Exact penalty and error bounds in DC programming
- Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm
- Generalized thresholding of large covariance matrices
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 967931 (Why is no real title available?)
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Learning sparse classifiers with difference of convex functions algorithms
- Mean-variance portfolio optimization when means and covariances are unknown
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- New and efficient DCA based algorithms for minimum sum-of-squares clustering
- Nonlinear wavelet image processing: variational problems, compression, and noise removal through wavelet shrinkage
- Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
- Optimization based DC programming and DCA for hierarchical clustering
- Penalized classification using Fisher's linear discriminant
- Positive definite estimators of large covariance matrices
- Positive-definite _1-penalized estimation of large covariance matrices
- Regularized linear discriminant analysis and its application in microarrays
- Sparse estimation of a covariance matrix
- Sparse graphical models for exploring gene expression data
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Sparsistency and rates of convergence in large covariance matrix estimation
- The Concave-Convex Procedure
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- The econometrics of mean‐variance efficiency tests: a survey
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- Transactions on Computational Collective Intelligence XIII
Cited in
(10)- DC programming and DCA: thirty years of developments
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
- Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression
- Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation
- DCA-based algorithms for DC fitting
- Novel DCA based algorithms for a special class of nonconvex problems with application in machine learning
- Online learning based on online DCA and application to online classification
- A DC programming approach for sparse estimation of a covariance matrix
- A proximal distance algorithm for likelihood-based sparse covariance estimation
- Open issues and recent advances in DC programming and DCA
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