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

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

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Title
Learning the hub graphical Lasso model with the structured sparsity via an efficient algorithm Chengjing Wang Peipei Tang Wen-Bin He Meixia Lin 60 0 0 17 Aug 2023
Projected Subgradient Methods for Learning Sparse Gaussians John C. Duchi Stephen Gould D. Koller 313 155 0 13 Jun 2012
Exact covariance thresholding into connected components for large-scale Graphical Lasso Rahul Mazumder Trevor Hastie 95 232 0 18 Aug 2011
Sparse Inverse Covariance Selection via Alternating Linearization Methods K. Scheinberg Shiqian Ma D. Goldfarb CML 133 199 0 30 Oct 2010
Smooth Optimization Approach for Sparse Covariance Selection Zhaosong Lu 73 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 216 874 0 21 Nov 2008
Pathwise coordinate optimization J. Friedman Trevor Hastie Holger Hofling Robert Tibshirani 217 2,052 0 10 Aug 2007