Sparse Inverse Covariance Matrix Estimation Using Quadratic
Approximation

Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation

13 June 2013

Mátyás A. Sustik

Inderjit S. Dhillon

Pradeep Ravikumar

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Papers citing "Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation"

7 / 7 papers shown

Title
Learning the hub graphical Lasso model with the structured sparsity via an efficient algorithm Chengjing Wang Peipei Tang Wen-Bin He Meixia Lin 90 0 0 17 Aug 2023
Projected Subgradient Methods for Learning Sparse Gaussians John C. Duchi Stephen Gould D. Koller 375 155 0 13 Jun 2012
Exact covariance thresholding into connected components for large-scale Graphical Lasso Rahul Mazumder Trevor Hastie 111 232 0 18 Aug 2011
Sparse Inverse Covariance Selection via Alternating Linearization Methods K. Scheinberg Shiqian Ma Shiqian Ma CML 168 198 0 30 Oct 2010
Smooth Optimization Approach for Sparse Covariance Selection Zhaosong Lu 102 30 0 04 Apr 2009
$High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence$ High-dimensional covariance estimation by minimizing $\ell_1$ -penalized log-determinant divergence Pradeep Ravikumar Martin J. Wainwright Garvesh Raskutti Bin Yu 253 873 0 21 Nov 2008
Pathwise coordinate optimization J. Friedman Trevor Hastie Holger Hofling Robert Tibshirani 280 2,056 0 10 Aug 2007

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