Sparse Covariance Matrix Estimation by DCA-Based Algorithms

A comparative study of disease genes and drug targets in the human protein interactome

(2015) Jingchun Sun et al.   BMC BIOINFORMATICS

DC approximation approaches for sparse optimization

(2015) H.A. Le Thi et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Sparse precision matrix estimation via lasso penalized D-trace loss

(2014) T. Zhang et al.   BIOMETRIKA

Feature selection in machine learning: an exact penalty approach using a Difference of Convex function Algorithm

(2014) Hoai An Le Thi et al.   MACHINE LEARNING

Feature selection for linear SVMs under uncertain data: Robust optimization based on difference of convex functions algorithms

(2014) Hoai An Le Thi et al.   NEURAL NETWORKS

Sparse Covariance Matrix Estimation With Eigenvalue Constraints

(2013) Han Liu et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

The joint graphical lasso for inverse covariance estimation across multiple classes

(2013) Patrick Danaher et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Large covariance estimation by thresholding principal orthogonal complements

(2013) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

New and efficient DCA based algorithms for minimum sum-of-squares clustering

(2013) Le Thi Hoai An et al.   PATTERN RECOGNITION

Positive definite estimators of large covariance matrices

(2012) A. J. Rothman   BIOMETRIKA

Penalized Covariance Matrix Estimation Using a Matrix-Logarithm Transformation

(2012) Xinwei Deng et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Positive-Definite ℓ1-Penalized Estimation of Large Covariance Matrices

(2012) Lingzhou Xue et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Multilayer Perceptron Classification of Unknown Volatile Chemicals from the Firing Rates of Insect Olfactory Sensory Neurons and Its Application to Biosensor Design

(2012) Luqman R. Bachtiar et al.   NEURAL COMPUTATION

Learning sparse classifiers with difference of convex functions algorithms

(2012) Cheng Soon Ong et al.   OPTIMIZATION METHODS & SOFTWARE

Mean–variance portfolio optimization when means and covariances are unknown

(2011) Tze Leung Lai et al.   Annals of Applied Statistics

Sparse estimation of a covariance matrix

(2011) J. Bien et al.   BIOMETRIKA

A Flexible Estimating Equations Approach for Mapping Function-Valued Traits

(2011) Hao Xiong et al.   GENETICS

Exact penalty and error bounds in DC programming

(2011) Hoai An Le Thi et al.   JOURNAL OF GLOBAL OPTIMIZATION

A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation

(2011) Tony Cai et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Penalized classification using Fisher's linear discriminant

(2011) Daniela M. Witten et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Correlatedz-Values and the Accuracy of Large-Scale Statistical Estimates

(2010) Bradley Efron   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Sparsistency and rates of convergence in large covariance matrix estimation

(2009) Clifford Lam et al.   ANNALS OF STATISTICS

Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci

(2009) John Stephen Yap et al.   BIOMETRICS

The econometrics of mean-variance efficiency tests: a survey

(2009) Enrique Sentana   Econometrics Journal

Generalized Thresholding of Large Covariance Matrices

(2009) Adam J. Rothman et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

(2009) Amir Beck et al.   SIAM Journal on Imaging Sciences

A general framework for multiple testing dependence

(2008) J. T. Leek et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Sparse permutation invariant covariance estimation

(2008) Adam J. Rothman et al.   Electronic Journal of Statistics

A DC programming approach for feature selection in support vector machines learning

(2008) Hoai An Le Thi et al.   Advances in Data Analysis and Classification

A bilinear formulation for vector sparsity optimization

(2007) Dori Peleg et al.   SIGNAL PROCESSING