Alternating direction method for covariance selection models

Journal of Scientific Computing

Volumn 51, Issue 2, 2012, Pages 261-273

  Yuan, Xiaoming ^a  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Alternating direction method; Covariance selection problem; Log likelihood

Indexed keywords

COMPUTATIONAL METHODS; NATURAL SCIENCES COMPUTING;

ALTERNATING DIRECTION METHODS; L1 NORM; LOG LIKELIHOOD; MODEL SELECTION; NUMERICAL ALGORITHMS; NUMERICAL RESULTS; SELECTION MODEL; SELECTION PROBLEMS;

SOFTWARE ENGINEERING;

EID: 84864128199     PISSN: 08857474     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10915-011-9507-1     Document Type: Article

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