Sparse Inverse Covariance Selection via Alternating Linearization Methods

Katya Scheinberg, Shiqian Ma, Donald Goldfarb. Sparse Inverse Covariance Selection via Alternating Linearization Methods. In John D. Lafferty, Christopher K. I. Williams, John Shawe-Taylor, Richard S. Zemel, Aron Culotta, editors, Advances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010. Proceedings of a meeting held 6-9 December 2010, Vancouver, British Columbia, Canada. pages 2101-2109, Curran Associates, Inc., 2010. [doi]

Abstract

Abstract is missing.