Sheng, Tianhong; Li, Bing; Solea, Eftychia On skewed Gaussian graphical models. (English) Zbl 1520.62074 J. Multivariate Anal. 194, Article ID 105129, 19 p. (2023). MSC: 62H22 62H12 62F12 62P10 62-08 PDFBibTeX XMLCite \textit{T. Sheng} et al., J. Multivariate Anal. 194, Article ID 105129, 19 p. (2023; Zbl 1520.62074) Full Text: DOI
Su, Wen Qing; Guo, Xiao; Zhang, Hai Differentially private precision matrix estimation. (English) Zbl 1462.62329 Acta Math. Sin., Engl. Ser. 36, No. 10, 1107-1124 (2020). MSC: 62H12 62H22 62J07 PDFBibTeX XMLCite \textit{W. Q. Su} et al., Acta Math. Sin., Engl. Ser. 36, No. 10, 1107--1124 (2020; Zbl 1462.62329) Full Text: DOI arXiv
Li, Jiao-fen; Li, Wen; Vong, Seak-Weng Efficient algorithms for solving condition number-constrained matrix minimization problems. (English) Zbl 1458.65029 Linear Algebra Appl. 607, 190-230 (2020). MSC: 65F10 15A12 65F35 PDFBibTeX XMLCite \textit{J.-f. Li} et al., Linear Algebra Appl. 607, 190--230 (2020; Zbl 1458.65029) Full Text: DOI
Chen, Jingnan; Dai, Gengling; Zhang, Ning An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection. (English) Zbl 1434.62220 Ann. Oper. Res. 284, No. 1, 243-262 (2020). MSC: 62P05 62J07 91G10 PDFBibTeX XMLCite \textit{J. Chen} et al., Ann. Oper. Res. 284, No. 1, 243--262 (2020; Zbl 1434.62220) Full Text: DOI
Xu, Fangfang; Deng, Ruiyang Fast algorithms for sparse inverse covariance estimation. (English) Zbl 1513.62008 Int. J. Comput. Math. 96, No. 8, 1668-1686 (2019). MSC: 62-08 15A83 62H12 65F99 65K05 90C25 PDFBibTeX XMLCite \textit{F. Xu} and \textit{R. Deng}, Int. J. Comput. Math. 96, No. 8, 1668--1686 (2019; Zbl 1513.62008) Full Text: DOI
Tarzanagh, Davoud Ataee; Michailidis, George Estimation of graphical models through structured norm minimization. (English) Zbl 1473.62200 J. Mach. Learn. Res. 18(2017-2018), Paper No. 209, 48 p. (2018). MSC: 62H22 62M05 62M40 PDFBibTeX XMLCite \textit{D. A. Tarzanagh} and \textit{G. Michailidis}, J. Mach. Learn. Res. 18, Paper No. 209, 48 p. (2018; Zbl 1473.62200) Full Text: arXiv Link
Li, Peili; Xiao, Yunhai An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation. (English) Zbl 1469.62106 Comput. Stat. Data Anal. 128, 292-307 (2018). MSC: 62-08 62H12 PDFBibTeX XMLCite \textit{P. Li} and \textit{Y. Xiao}, Comput. Stat. Data Anal. 128, 292--307 (2018; Zbl 1469.62106) Full Text: DOI
Lin, Tianyi; Ma, Shiqian; Zhang, Shuzhong An extragradient-based alternating direction method for convex minimization. (English) Zbl 1364.90259 Found. Comput. Math. 17, No. 1, 35-59 (2017). MSC: 90C25 68Q25 62J05 PDFBibTeX XMLCite \textit{T. Lin} et al., Found. Comput. Math. 17, No. 1, 35--59 (2017; Zbl 1364.90259) Full Text: DOI arXiv
Hirayama, Jun-ichiro; Hyvärinen, Aapo; Ishii, Shin Sparse and low-rank matrix regularization for learning time-varying Markov networks. (English) Zbl 1454.68122 Mach. Learn. 105, No. 3, 335-366 (2016). MSC: 68T05 62H22 PDFBibTeX XMLCite \textit{J.-i. Hirayama} et al., Mach. Learn. 105, No. 3, 335--366 (2016; Zbl 1454.68122) Full Text: DOI
Ma, Shiqian Alternating proximal gradient method for convex minimization. (English) Zbl 1371.65056 J. Sci. Comput. 68, No. 2, 546-572 (2016). MSC: 65K05 90C25 PDFBibTeX XMLCite \textit{S. Ma}, J. Sci. Comput. 68, No. 2, 546--572 (2016; Zbl 1371.65056) Full Text: DOI
Zhou, Sheng-Long; Xiu, Nai-Hua; Luo, Zi-Yan; Kong, Ling-Chen Sparse and low-rank covariance matrix estimation. (English) Zbl 1327.62428 J. Oper. Res. Soc. China 3, No. 2, 231-250 (2015). MSC: 62J10 65K05 90C90 PDFBibTeX XMLCite \textit{S.-L. Zhou} et al., J. Oper. Res. Soc. China 3, No. 2, 231--250 (2015; Zbl 1327.62428) Full Text: DOI arXiv
Goldfarb, Donald; Ma, Shiqian; Scheinberg, Katya Fast alternating linearization methods for minimizing the sum of two convex functions. (English) Zbl 1280.65051 Math. Program. 141, No. 1-2 (A), 349-382 (2013). Reviewer: Jan Lovíšek (Bratislava) MSC: 65K05 68Q25 90C25 90C06 PDFBibTeX XMLCite \textit{D. Goldfarb} et al., Math. Program. 141, No. 1--2 (A), 349--382 (2013; Zbl 1280.65051) Full Text: DOI arXiv