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stat.ML2010★ 1 cited
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…
stat.ML2010
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…