Fitting Laplacian regularized stratified Gaussian models

DOI10.1007/s11081-021-09611-5OpenAlexW3145829342MaRDI QIDQ2147926

Yanyan Li

Publication date: 20 June 2022

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.01752

zbMATH Keywords

convex optimizationGaussian modelsLaplacian regularizationLaplacian regularized stratified modelsstratified model fitting

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Artificial intelligence (68Txx) Multivariate analysis (62Hxx)

Related Items (1)

Covariance prediction via convex optimization

Uses Software

• RegEM
• glasso
• Flury
• scout
• CVXPortfolio
• PRMLT

Cites Work

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• Lx = b
• A simple, combinatorial algorithm for solving SDD systems in nearly-linear time
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