Scalable Computation of Regularized Precision Matrices via Stochastic Optimization

1 September 2015

Papers citing "Scalable Computation of Regularized Precision Matrices via Stochastic Optimization"

3 / 3 papers shown

Title
Estimating Multiple Precision Matrices with Cluster Fusion Regularization Bradley S. Price Aaron J. Molstad Ben Sherwood 34 9 0 01 Mar 2020
Certifiably Optimal Sparse Inverse Covariance Estimation Dimitris Bertsimas Jourdain Lamperski J. Pauphilet 27 13 0 25 Jun 2019
A Proximal Stochastic Gradient Method with Progressive Variance Reduction Lin Xiao Tong Zhang ODL 93 737 0 19 Mar 2014