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]

@article{dAspremontBG08,
  title = {First-Order Methods for Sparse Covariance Selection},
  author = {Alexandre d Aspremont and Onureena Banerjee and Laurent El Ghaoui},
  year = {2008},
  doi = {10.1137/060670985},
  url = {http://dx.doi.org/10.1137/060670985},
  researchr = {https://researchr.org/publication/dAspremontBG08},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Matrix Analysis Applications},
  volume = {30},
  number = {1},
  pages = {56-66},
}