Search results for "Cyclic coordinate descent method"

showing 2 items of 2 documents

Cyclic coordinate for penalized Gaussian graphical models with symmetry restriction

2014

In this paper we propose two efficient cyclic coordinate algorithms to estimate structured concentration matrix in penalized Gaussian graphical models. Symmetry restrictions on the concentration matrix are particularly useful to reduce the number of parameters to be estimated and to create specific structured graphs. The penalized Gaussian graphical models are suitable for high-dimensional data.

Factorial dynamic Gaussian graphical models Gaussian graphical models graphical lasso cyclic coordinate descent methodsSettore SECS-S/01 - Statistica
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Differential geometric LARS via cyclic coordinate descent method

2012

We address the problem of how to compute the coefficient path implicitly defined by the differential geometric LARS (dgLARS) method in a high-dimensional setting. Although the geometrical theory developed to define the dgLARS method does not need of the definition of a penalty function, we show that it is possible to develop a cyclic coordinate descent algorithm to compute the solution curve in a high-dimensional setting. Simulation studies show that the proposed algorithm is significantly faster than the prediction-corrector algorithm originally developed to compute the dgLARS solution curve.

Cyclic coordinate descent method Differential geometry dgLARS Generalized linear models LARS Sparse models Variable selectionSettore SECS-S/01 - Statistica
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