120 citations · 124 across the 2 of their papers we have counts for
2 papers
math.OC2009★ 4 cited
A Pathwise Algorithm for Covariance Selection
Vijay Krishnamurthy, Alexandre d'Aspremont
Covariance selection seeks to estimate a covariance matrix by maximum likelihood while restricting the number of nonzero inverse covariance matrix coefficients. A single penalty pa…
cs.AI2007★ 120 cited
Model Selection Through Sparse Maximum Likelihood Estimation
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'Aspremont
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to…