84 citations · 145 across the 2 of their papers we have counts for
2 papers
stat.ML2014★ 61 cited
Sparse Generalized Eigenvalue Problem via Smooth Optimization
Junxiao Song, Prabhu Babu, Daniel P. Palomar
In this paper, we consider an -norm penalized formulation of the generalized eigenvalue problem (GEP), aimed at extracting the leading sparse generalized eigenvector of a…
stat.ME2014★ 84 cited
Regularized Tyler's Scatter Estimator: Existence, Uniqueness, and Algorithms
Ying Sun, Prabhu Babu, Daniel P. Palomar
This paper considers the regularized Tyler's scatter estimator for elliptical distributions, which has received considerable attention recently. Various types of shrinkage Tyler's…