Adaptive first-order methods for general sparse inverse covariance selection

SIAM Journal on Matrix Analysis and Applications

Volumn 31, Issue 4, 2009, Pages 2000-2016

  Lu, Zhaosong ^a  

^a SIMON FRASER UNIVERSITY   (Canada)

Author keywords

Adaptive Nesterov's smooth method; Adaptive spectral projected gradient method; Sparse inverse covariance selection

Indexed keywords

ADAPTIVE NESTEROV'S SMOOTH METHOD; ALGORITHM FRAMEWORK; COMPUTATIONAL RESULTS; CONDITIONAL INDEPENDENCES; ESTIMATION PROBLEM; FIRST-ORDER; GAUSSIANS; GRAPHICAL MODEL; INVERSE COVARIANCE; L1 NORM; MATRIX; PENALIZED MAXIMUM-LIKELIHOOD ESTIMATION; PROJECTED GRADIENT; SPECTRAL PROJECTED GRADIENT METHOD; STANFORD; STANFORD UNIVERSITY;

ESTIMATION; GRADIENT METHODS; MAXIMUM LIKELIHOOD ESTIMATION;

PROBLEM SOLVING;

EID: 77956030532     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/080742531     Document Type: Article

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