Semidefinite Optimization with Applications in Sparse Multivariate Statistics

[1]  V. Roychowdhury,et al.  Maximum likelihood estimation of Gaussian graphical models : Numerical implementation and topology selection , 2009 .

[2]  R. Tibshirani,et al.  Sparse Principal Component Analysis , 2006 .

[3]  A. d'Aspremont,et al.  Smooth Optimization for Sparse Semidefinite Programs , 2005 .

[4]  Yurii Nesterov,et al.  Smooth minimization of non-smooth functions , 2005, Math. Program..

[5]  Emmanuel J. Candès,et al.  Decoding by linear programming , 2005, IEEE Transactions on Information Theory.

[6]  D. Donoho,et al.  Sparse nonnegative solution of underdetermined linear equations by linear programming. , 2005, Proceedings of the National Academy of Sciences of the United States of America.

[7]  M. West,et al.  Sparse graphical models for exploring gene expression data , 2004 .

[8]  O. SIAMJ.,et al.  PROX-METHOD WITH RATE OF CONVERGENCE O(1/t) FOR VARIATIONAL INEQUALITIES WITH LIPSCHITZ CONTINUOUS MONOTONE OPERATORS AND SMOOTH CONVEX-CONCAVE SADDLE POINT PROBLEMS∗ , 2004 .

[9]  A. Dobra Bayesian Covariance Selection ∗ , 2004 .

[10]  I. Jolliffe,et al.  A Modified Principal Component Technique Based on the LASSO , 2003 .

[11]  Cleve B. Moler,et al.  Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later , 1978, SIAM Rev..

[12]  Stephen P. Boyd,et al.  A rank minimization heuristic with application to minimum order system approximation , 2001, Proceedings of the 2001 American Control Conference. (Cat. No.01CH37148).

[13]  Arkadi Nemirovski,et al.  Lectures on modern convex optimization - analysis, algorithms, and engineering applications , 2001, MPS-SIAM series on optimization.

[14]  Jeff A. Bilmes,et al.  Factored sparse inverse covariance matrices , 2000, 2000 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings (Cat. No.00CH37100).

[15]  Franz Rendl,et al.  A Spectral Bundle Method for Semidefinite Programming , 1999, SIAM J. Optim..

[16]  U. Alon,et al.  Broad patterns of gene expression revealed by clustering analysis of tumor and normal colon tissues probed by oligonucleotide arrays. , 1999, Proceedings of the National Academy of Sciences of the United States of America.

[17]  Jos F. Sturm,et al.  A Matlab toolbox for optimization over symmetric cones , 1999 .

[18]  C. Lemaréchal,et al.  Semidefinite Relaxations and Lagrangian Duality with Application to Combinatorial Optimization , 1999 .

[19]  Ramesh A. Gopinath,et al.  Model selection in acoustic modeling , 1999, EUROSPEECH.

[20]  Jeff A. Bilmes,et al.  Natural statistical models for automatic speech recognition , 1999 .

[21]  Claude Lemaréchal,et al.  Practical Aspects of the Moreau-Yosida Regularization: Theoretical Preliminaries , 1997, SIAM J. Optim..

[22]  Kim-Chuan Toh,et al.  SDPT3 -- A Matlab Software Package for Semidefinite Programming , 1996 .

[23]  R. Tibshirani Regression Shrinkage and Selection via the Lasso , 1996 .

[24]  Jorge Cadima Departamento de Matematica Loading and correlations in the interpretation of principle compenents , 1995 .

[25]  Yurii Nesterov,et al.  Interior-point polynomial algorithms in convex programming , 1994, Siam studies in applied mathematics.

[26]  H. Akaike,et al.  Information Theory and an Extension of the Maximum Likelihood Principle , 1973 .