On the solution of o-constrained sparse inverse covariance estimation problems
Year of publication: |
2021
|
---|---|
Authors: | Phan, Dzung T. ; Menickelly, Matt |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 2, p. 531-550
|
Subject: | ℓo-constrained | sparsity | gradient projection | approximate Newton | inverse covariance | Schätztheorie | Estimation theory | Korrelation | Correlation |
-
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M., (2016)
-
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian, (2018)
-
Chen, Jia, (2018)
- More ...
-
A survey of nonlinear robust optimization
Leyffer, Sven, (2020)
-
Multi-state optimization for periodic inspection planning of geo-distributed infrastructure systems
Phan, Dzung T., (2015)
-
Lagrangian duality and branch-and-bound algorithms for optimal power flow
Phan, Dzung T., (2012)
- More ...