Coordinate descent algorithm for covariance graphical Lasso
type: Item
instance of: scholarly article
title: Coordinate descent algorithm for covariance graphical Lasso
zbMATH Open document ID: 1325.62136
author: Hao Wang
published in: Statistics and Computing
publication date: 2015-11-12T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62A09
zbMATH DE Number: 6507875
zbMATH Keywords: coordinate descent
zbMATH Keywords: covariance graphical Lasso
zbMATH Keywords: covariance matrix estimation
zbMATH Keywords: \(L_1\) penalty
zbMATH Keywords: MM algorithm
zbMATH Keywords: marginal independence
zbMATH Keywords: regularization
zbMATH Keywords: shrinkage
zbMATH Keywords: sparsity
describes a project that uses: glasso
describes a project that uses: spcov
MaRDI profile type: Publication
full work available at URL: s11222-013-9385-5
OpenAlex ID: W2010467272
cites work: Sparse estimation of a covariance matrix
cites work: Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
cites work: Pathwise coordinate optimization
cites work: Sparse inverse covariance estimation with the graphical lasso
cites work: Convergence of a block coordinate descent method for nondifferentiable minimization
cites work: Coordinate descent algorithms for lasso penalized regression
DOI: 10.1007/S11222-013-9385-5
Recommended article: Coordinate descent algorithms for lasso penalized regression
Recommended article: Sparse inverse covariance estimation with the graphical lasso
Recommended article: The Bayesian covariance lasso
Recommended article: Adaptive Randomized Coordinate Descent for Sparse Systems: Lasso and Greedy Algorithms
Recommended article: Q5447531
Recommended article: Q5405145
Recommended article: Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems
Recommended article: Coordinate descent algorithms
Recommended article: Coordinate majorization descent algorithm for nonconvex penalized regression
Recommended article: Coordinate optimization for generalized fused Lasso
description: scientific article; zbMATH DE number 6507875