2 citations · 3 across the 3 of their papers we have counts for
5 papers
Robust recovery of complex exponential signals from random Gaussian projections via low rank Hankel matrix reconstruction
Jian-Feng Cai, Xiaobo Qu, Weiyu Xu +1
This paper explores robust recovery of a superposition of distinct complex exponential functions from a few random Gaussian projections. We assume that the signal of interest i…
Efficient Latent Variable Graphical Model Selection via Split Bregman Method
Gui-Bo Ye, Yuanfeng Wang, Yifei Chen +1
We consider the problem of covariance matrix estimation in the presence of latent variables. Under suitable conditions, it is possible to learn the marginal covariance matrix of th…
Split Bregman Method for Sparse Inverse Covariance Estimation with Matrix Iteration Acceleration
Gui-Bo Ye, Jian-Feng Cai, Xiaohui Xie
We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We…
Learning sparse gradients for variable selection and dimension reduction
Gui-Bo Ye, Xiaohui Xie
Variable selection and dimension reduction are two commonly adopted approaches for high-dimensional data analysis, but have traditionally been treated separately. Here we propose a…
Split Bregman method for large scale fused Lasso
Gui-Bo Ye, Xiaohui Xie
rdering of regression or classification coefficients occurs in many real-world applications. Fused Lasso exploits this ordering by explicitly regularizing the differences between n…