Pages that link to "Item:Q3053132"
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The following pages link to Adaptive First-Order Methods for General Sparse Inverse Covariance Selection (Q3053132):
Displaying 12 items.
- On how to solve large-scale log-determinant optimization problems (Q288409) (← links)
- On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922) (← links)
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection (Q621755) (← links)
- A block coordinate gradient descent method for regularized convex separable optimization and covariance selection (Q644904) (← links)
- Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
- A dual spectral projected gradient method for log-determinant semidefinite problems (Q1986103) (← links)
- Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints (Q2059164) (← links)
- Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
- (Q5149246) (← links)
- Fused Multiple Graphical Lasso (Q5254994) (← links)
- Randomized Block Proximal Damped Newton Method for Composite Self-Concordant Minimization (Q5355205) (← links)