Smooth Optimization Approach for Sparse Covariance Selection

Zhaosong Lu. Smooth Optimization Approach for Sparse Covariance Selection. SIAM Journal on Optimization, 19(4):1807-1827, 2009. [doi]

@article{Lu09-15,
  title = {Smooth Optimization Approach for Sparse Covariance Selection},
  author = {Zhaosong Lu},
  year = {2009},
  doi = {10.1137/070695915},
  url = {http://dx.doi.org/10.1137/070695915},
  tags = {optimization, systematic-approach},
  researchr = {https://researchr.org/publication/Lu09-15},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {19},
  number = {4},
  pages = {1807-1827},
}