First-Order Methods for Sparse Covariance Selection

Alexandre d Aspremont, Onureena Banerjee, Laurent El Ghaoui. First-Order Methods for Sparse Covariance Selection. SIAM J. Matrix Analysis Applications, 30(1):56-66, 2008. [doi]

Authors

Alexandre d Aspremont

This author has not been identified. Look up 'Alexandre d Aspremont' in Google

Onureena Banerjee

This author has not been identified. Look up 'Onureena Banerjee' in Google

Laurent El Ghaoui

This author has not been identified. Look up 'Laurent El Ghaoui' in Google