Iterative Thresholding Algorithm for Sparse Inverse Covariance Estimation

12 November 2012

Papers citing "Iterative Thresholding Algorithm for Sparse Inverse Covariance Estimation"

11 / 11 papers shown

Title
Schur's Positive-Definite Network: Deep Learning in the SPD cone with structure Can Pouliquen Mathurin Massias Titouan Vayer 105 0 0 13 Jun 2024
Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation Cho-Jui Hsieh Mátyás A. Sustik Inderjit S. Dhillon Pradeep Ravikumar 52 344 0 13 Jun 2013
The Graphical Lasso: New Insights and Alternatives Rahul Mazumder Trevor Hastie 76 286 0 23 Nov 2011
A note on the lack of symmetry in the graphical lasso B. T. Rolfs B. Rajaratnam 51 6 0 11 Nov 2011
A Flexible, Scalable and Efficient Algorithmic Framework for Primal Graphical Lasso Rahul Mazumder D. Agarwal 52 8 0 25 Oct 2011
Wishart distributions for decomposable covariance graph models Kshitij Khare B. Rajaratnam 99 70 0 09 Mar 2011
Large Scale Correlation Screening Alfred Hero B. Rajaratnam 76 66 0 06 Feb 2011
Sparse Inverse Covariance Selection via Alternating Linearization Methods K. Scheinberg Shiqian Ma D. Goldfarb CML 131 199 0 30 Oct 2010
Templates for Convex Cone Problems with Applications to Sparse Signal Recovery Stephen Becker Emmanuel J. Candès Michael C. Grant 82 680 0 10 Sep 2010
Adaptive First-Order Methods for General Sparse Inverse Covariance Selection Zhaosong Lu 59 49 0 04 Apr 2009
Wishart distributions for decomposable graphs G. Letac H. Massam 102 149 0 17 Aug 2007