Fast Projected Newton-like Method for Precision Matrix Estimation under Total Positivity

Jianfeng Cai 0001, José Vinícius de Miranda Cardoso, Daniel P. Palomar, Jiaxi Ying. Fast Projected Newton-like Method for Precision Matrix Estimation under Total Positivity. In Alice Oh, Tristan Naumann, Amir Globerson, Kate Saenko, Moritz Hardt, Sergey Levine, editors, Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, NeurIPS 2023, New Orleans, LA, USA, December 10 - 16, 2023. 2023. [doi]

Abstract

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