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math.ST2015★ 6 cited
Scalable Computation of Regularized Precision Matrices via Stochastic Optimization
Yves F. Atchadé, Rahul Mazumder, Jie Chen
We consider the problem of computing a positive definite inverse covariance matrix aka precision matrix which optimizes a regularized Gaussian maximum lik…
math.ST2015
A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives
Robert M. Freund, Paul Grigas, Rahul Mazumder
In this paper we analyze boosting algorithms in linear regression from a new perspective: that of modern first-order methods in convex optimization. We show that classic boosting a…