Coordinate descent algorithm for covariance graphical lasso

Hao Wang

doi:10.1007/s11222-013-9385-5

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Coordinate descent algorithm for covariance graphical lasso

Hao Wang

Year: 2013 Journal: Statistics and Computing Vol: 24 (4)Pages: 521-529 Publisher: Springer Science+Business Media

DOI: 10.1007/s11222-013-9385-5

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Keywords:

Algorithm Lasso (programming language) Covariance Coordinate descent Mathematics Covariance matrix Mathematical optimization Convergence (economics) Stability (learning theory) Estimation of covariance matrices Gradient descent Computer science Artificial intelligence Statistics Machine learning

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Sparse and Compressive Sensing Techniques

Physical Sciences → Engineering → Computational Mechanics

Statistical Methods and Inference

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Face and Expression Recognition

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Coordinate descent algorithm for covariance graphical lasso

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