66 citations · 69 across the 3 of their papers we have counts for
3 papers
Asymptotic Theory for Graphical SLOPE: Precision Estimation and Pattern Convergence
Ivan Hejný, Giovanni Bonaccolto, Philipp Kremer +3
This paper studies Graphical SLOPE for precision matrix estimation, with emphasis on its ability to recover both sparsity and clusters of edges with equal or similar strength. In a…
Sparse Graphical Modelling via the Sorted L-Norm
Riccardo Riccobello, Malgorzata Bogdan, Giovanni Bonaccolto +3
Sparse graphical modelling has attained widespread attention across various academic fields. We propose two new graphical model approaches, Gslope and Tslope, which provide sparse…
Sparse Portfolio Selection via the sorted -Norm
Philipp J. Kremer, Sangkyun Lee, Malgorzata Bogdan +1
We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted -Norm…