Large-scale Sparse Inverse Covariance Matrix Estimation-Reference-Cited by-同舟云学术

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Large-scale Sparse Inverse Covariance Matrix Estimation

Published:2019-01 Issue:1 Volume:41 Page:A380-A401
ISSN:1064-8275
Container-title:SIAM Journal on Scientific Computing
language:en
Short-container-title:SIAM J. Sci. Comput.

Author:

Bollhöfer Matthias,Eftekhari Aryan,Scheidegger Simon,Schenk Olaf

Funder

Swiss Platform for Advanced Scientific Computing

Hoover Institution

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Computational Mathematics

Link

https://epubs.siam.org/doi/pdf/10.1137/17M1147615

Reference33 articles.

1. An Approximate Minimum Degree Ordering Algorithm

2. A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation

3. Algorithm 887

4. Algorithm 618: FORTRAN subroutines for estimating sparse Jacobian Matrices

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