125 citations · 136 across the 2 of their papers we have counts for
2 papers
cs.CE2005★ 11 cited
Sparse Covariance Selection via Robust Maximum Likelihood Estimation
Onureena Banerjee, Alexandre d'Aspremont, Laurent El Ghaoui
We address a problem of covariance selection, where we seek a trade-off between a high likelihood against the number of non-zero elements in the inverse covariance matrix. We solve…
cs.CE2004★ 125 cited
A direct formulation for sparse PCA using semidefinite programming
Alexandre d'Aspremont, Laurent El Ghaoui, Michael I. Jordan +1
We examine the problem of approximating, in the Frobenius-norm sense, a positive, semidefinite symmetric matrix by a rank-one matrix, with an upper bound on the cardinality of its…