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]

@inproceedings{ScheinbergMG10,
  title = {Sparse Inverse Covariance Selection via Alternating Linearization Methods},
  author = {Katya Scheinberg and Shiqian Ma and Donald Goldfarb},
  year = {2010},
  url = {http://books.nips.cc/papers/files/nips23/NIPS2010_0109.pdf},
  researchr = {https://researchr.org/publication/ScheinbergMG10},
  cites = {0},
  citedby = {0},
  pages = {2101-2109},
  booktitle = {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},
  editor = {John D. Lafferty and Christopher K. I. Williams and John Shawe-Taylor and Richard S. Zemel and Aron Culotta},
  publisher = {Curran Associates, Inc.},
}