Covariate Adjusted Precision Matrix Estimation via Nonconvex Optimization.
Jinghui ChenPan XuLingxiao WangJian MaQuanquan GuPublished in: ICML (2018)
Keyphrases
- global optimization
- optimization problems
- nonlinear programming
- optimization algorithm
- lagrange multipliers
- high precision
- density estimation
- optimization method
- precision and recall
- accurate estimation
- linear algebra
- semidefinite
- singular value decomposition
- parameter estimation
- denoising
- global convergence
- globally convergent
- convex optimization
- constrained optimization
- optimization process
- estimation error
- low rank
- feature selection
- combinatorial optimization
- maximum likelihood
- cost function