no code implementations • 25 Sep 2014 • Goran Marjanovic, Magnus O. Ulfarsson, Alfred O. Hero III
Significant attention has been given to minimizing a penalized least squares criterion for estimating sparse solutions to large linear systems of equations.
no code implementations • 5 Aug 2014 • Goran Marjanovic, Alfred O. Hero III
In this paper we consider non-convex $l_0$ penalized log-likelihood inverse covariance estimation and present a novel cyclic descent algorithm for its optimization.