Search Results for author: Yangjing Zhang

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Learning Graph Laplacian with MCP

no code implementations22 Oct 2020 Yangjing Zhang, Kim-Chuan Toh, Defeng Sun

Motivated by the observation that the ability of the $\ell_1$ norm in promoting sparsity in graphical models with Laplacian constraints is much weakened, this paper proposes to learn graph Laplacian with a non-convex penalty: minimax concave penalty (MCP).

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