d’Aspremont, Alexandre; Banerjee, Onureena; El Ghaoui, Laurent First-order methods for sparse covariance selection. (English) Zbl 1156.90423 SIAM J. Matrix Anal. Appl. 30, No. 1, 56-66 (2008). Cited in 4 ReviewsCited in 70 Documents MSC: 90C22 Semidefinite programming 62H20 Measures of association (correlation, canonical correlation, etc.) 90C27 Combinatorial optimization Keywords:covariance selection; semidefinite programming; coordinate descent PDF BibTeX XML Cite \textit{A. d'Aspremont} et al., SIAM J. Matrix Anal. Appl. 30, No. 1, 56--66 (2008; Zbl 1156.90423) Full Text: DOI arXiv