260 citations · 836 across the 69 of their papers we have counts for
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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…
math.NA2009
Second order accurate distributed eigenvector computation for extremely large matrices
Noureddine El Karoui, Alexandre d'Aspremont
We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysi…