Lu, Zhaosong Adaptive first-order methods for general sparse inverse covariance selection. (English) Zbl 1206.90115 SIAM J. Matrix Anal. Appl. 31, No. 4, 2000-2016 (2010). MSC: 90C22 90C25 90C47 65K05 62J10 PDFBibTeX XMLCite \textit{Z. Lu}, SIAM J. Matrix Anal. Appl. 31, No. 4, 2000--2016 (2010; Zbl 1206.90115) Full Text: DOI arXiv
Zhou, Hui; Pan, Wei; Shen, Xiaotong Penalized model-based clustering with unconstrained covariance matrices. (English) Zbl 1326.62143 Electron. J. Stat. 3, 1473-1496 (2009). MSC: 62H30 62J07 PDFBibTeX XMLCite \textit{H. Zhou} et al., Electron. J. Stat. 3, 1473--1496 (2009; Zbl 1326.62143) Full Text: DOI Euclid
Rütimann, Philipp; Bühlmann, Peter High dimensional sparse covariance estimation via directed acyclic graphs. (English) Zbl 1326.62124 Electron. J. Stat. 3, 1133-1160 (2009). MSC: 62H12 62F12 62A09 PDFBibTeX XMLCite \textit{P. Rütimann} and \textit{P. Bühlmann}, Electron. J. Stat. 3, 1133--1160 (2009; Zbl 1326.62124) Full Text: DOI arXiv Euclid
Lu, Zhaosong Smooth optimization approach for sparse covariance selection. (English) Zbl 1179.90257 SIAM J. Optim. 19, No. 4, 1807-1827 (2009). MSC: 90C22 90C25 90C47 65K05 62J10 PDFBibTeX XMLCite \textit{Z. Lu}, SIAM J. Optim. 19, No. 4, 1807--1827 (2009; Zbl 1179.90257) Full Text: DOI arXiv
Fan, Jianqing; Feng, Yang; Wu, Yichao Network exploration via the adaptive LASSO and SCAD penalties. (English) Zbl 1166.62040 Ann. Appl. Stat. 3, No. 2, 521-541 (2009). MSC: 62H12 65C05 65C60 PDFBibTeX XMLCite \textit{J. Fan} et al., Ann. Appl. Stat. 3, No. 2, 521--541 (2009; Zbl 1166.62040) Full Text: DOI arXiv