A path following algorithm for Sparse Pseudo-Likelihood Inverse Covariance Estimation (SPLICE)

23 July 2008

Papers citing "A path following algorithm for Sparse Pseudo-Likelihood Inverse Covariance Estimation (SPLICE)"

5 / 5 papers shown

Title
Sparse Principal Components Analysis Iain M. Johnstone A. Lu 125 212 0 28 Jan 2009
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 388 1,385 0 13 Mar 2008
Sparse permutation invariant covariance estimation Adam J. Rothman Peter J. Bickel Elizaveta Levina Ji Zhu 604 906 0 31 Jan 2008
On the "degrees of freedom" of the lasso H. Zou Trevor Hastie Robert Tibshirani 334 1,042 0 06 Dec 2007
Pathwise coordinate optimization J. Friedman Trevor Hastie Holger Hofling Robert Tibshirani 266 2,055 0 10 Aug 2007