Pages that link to "Item:Q1796959"

The following pages link to An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959):

Displaying 7 items.

• Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
• A dual spectral projected gradient method for log-determinant semidefinite problems (Q1986103) (← links)
• Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints (Q2059164) (← links)
• A proximal point algorithm for log-determinant optimization with group Lasso regularization (Q2848177) (← links)
• Fast algorithms for sparse inverse covariance estimation (Q5031723) (← links)
• Efficient dual ADMMs for sparse compressive sensing MRI reconstruction (Q6040852) (← links)
• An extended linearized alternating direction method of multipliers for fused-Lasso penalized linear regression (Q6160373) (← links)