Sparse Covariance Matrix Estimation by DCA-Based Algorithms

This letter proposes a novel approach using the [Formula: see text]-norm regularization for the sparse covariance matrix estimation (SCME) problem. The objective function of SCME problem is composed of a nonconvex part and the [Formula: see text] term, which is discontinuous and difficult to tackle....

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Neural computation Jg. 29; H. 11; S. 3040
Hauptverfasser: Phan, Duy Nhat, Le Thi, Hoai An, Dinh, Tao Pham
Format: Journal Article
Sprache:Englisch
Veröffentlicht: United States 01.11.2017
ISSN:1530-888X, 1530-888X
Online-Zugang:Weitere Angaben
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Abstract This letter proposes a novel approach using the [Formula: see text]-norm regularization for the sparse covariance matrix estimation (SCME) problem. The objective function of SCME problem is composed of a nonconvex part and the [Formula: see text] term, which is discontinuous and difficult to tackle. Appropriate DC (difference of convex functions) approximations of [Formula: see text]-norm are used that result in approximation SCME problems that are still nonconvex. DC programming and DCA (DC algorithm), powerful tools in nonconvex programming framework, are investigated. Two DC formulations are proposed and corresponding DCA schemes developed. Two applications of the SCME problem that are considered are classification via sparse quadratic discriminant analysis and portfolio optimization. A careful empirical experiment is performed through simulated and real data sets to study the performance of the proposed algorithms. Numerical results showed their efficiency and their superiority compared with seven state-of-the-art methods.
AbstractList This letter proposes a novel approach using the [Formula: see text]-norm regularization for the sparse covariance matrix estimation (SCME) problem. The objective function of SCME problem is composed of a nonconvex part and the [Formula: see text] term, which is discontinuous and difficult to tackle. Appropriate DC (difference of convex functions) approximations of [Formula: see text]-norm are used that result in approximation SCME problems that are still nonconvex. DC programming and DCA (DC algorithm), powerful tools in nonconvex programming framework, are investigated. Two DC formulations are proposed and corresponding DCA schemes developed. Two applications of the SCME problem that are considered are classification via sparse quadratic discriminant analysis and portfolio optimization. A careful empirical experiment is performed through simulated and real data sets to study the performance of the proposed algorithms. Numerical results showed their efficiency and their superiority compared with seven state-of-the-art methods.This letter proposes a novel approach using the [Formula: see text]-norm regularization for the sparse covariance matrix estimation (SCME) problem. The objective function of SCME problem is composed of a nonconvex part and the [Formula: see text] term, which is discontinuous and difficult to tackle. Appropriate DC (difference of convex functions) approximations of [Formula: see text]-norm are used that result in approximation SCME problems that are still nonconvex. DC programming and DCA (DC algorithm), powerful tools in nonconvex programming framework, are investigated. Two DC formulations are proposed and corresponding DCA schemes developed. Two applications of the SCME problem that are considered are classification via sparse quadratic discriminant analysis and portfolio optimization. A careful empirical experiment is performed through simulated and real data sets to study the performance of the proposed algorithms. Numerical results showed their efficiency and their superiority compared with seven state-of-the-art methods.
This letter proposes a novel approach using the [Formula: see text]-norm regularization for the sparse covariance matrix estimation (SCME) problem. The objective function of SCME problem is composed of a nonconvex part and the [Formula: see text] term, which is discontinuous and difficult to tackle. Appropriate DC (difference of convex functions) approximations of [Formula: see text]-norm are used that result in approximation SCME problems that are still nonconvex. DC programming and DCA (DC algorithm), powerful tools in nonconvex programming framework, are investigated. Two DC formulations are proposed and corresponding DCA schemes developed. Two applications of the SCME problem that are considered are classification via sparse quadratic discriminant analysis and portfolio optimization. A careful empirical experiment is performed through simulated and real data sets to study the performance of the proposed algorithms. Numerical results showed their efficiency and their superiority compared with seven state-of-the-art methods.
Author Phan, Duy Nhat
Dinh, Tao Pham
Le Thi, Hoai An
Author_xml – sequence: 1
  givenname: Duy Nhat
  surname: Phan
  fullname: Phan, Duy Nhat
  email: duy-nhat.phan@univ-loraine.fr
  organization: Laboratory of Theoretical and Applied Computer Science EA 3097, University of Lorraine, Ile du Saulcy, 57045 Metz, France duy-nhat.phan@univ-loraine.fr
– sequence: 2
  givenname: Hoai An
  surname: Le Thi
  fullname: Le Thi, Hoai An
  email: hoai-an.le-thi@univ-lorraine.fr
  organization: Laboratory of Theoretical and Applied Computer Science EA 3097, University of Lorraine, Ile du Saulcy, 57045 Metz, France hoai-an.le-thi@univ-lorraine.fr
– sequence: 3
  givenname: Tao Pham
  surname: Dinh
  fullname: Dinh, Tao Pham
  email: pham@insa-rouen.fr
  organization: Laboratory of Mathematics, INSA-Rouen, University of Normandie, 76801 Saint-Etienne-du-Rouvray cedex, France pham@insa-rouen.fr
BackLink https://www.ncbi.nlm.nih.gov/pubmed/28957024$$D View this record in MEDLINE/PubMed
BookMark eNpNj0tLxDAUhYOMOA_duZYu3VRv0qSmuKp1fMCICxXclZtHtdI2NWnF-fcWHMHV-RaHc_iWZNa5zhJyTOGM0pSdd1a7EkugQNkeWVCRQCylfJ394zlZhvABACkFcUDmTGbiAhhfkMunHn2wUeG-0NfYaRs94ODr72gdhrrFoXZdpLbRdZHHVxisifLmzfl6eG_DIdmvsAn2aJcr8nKzfi7u4s3j7X2Rb2LNOR9ibdLpNlFCM2mU5UykkFFVKbRcooIKhUmNRCkkg4QrzLTRMhFiIkaVZity-rvbe_c52jCUbR20bRrsrBtDSTMuGKMZJFP1ZFcdVWtN2fvJwW_LP2H2A8KGWTY
CitedBy_id crossref_primary_10_1007_s10898_023_01272_1
crossref_primary_10_1162_neco_a_01266
crossref_primary_10_1016_j_neunet_2020_08_024
crossref_primary_10_1109_TSP_2024_3361082
crossref_primary_10_1016_j_neucom_2021_09_039
crossref_primary_10_1109_LSP_2024_3495576
crossref_primary_10_1007_s10107_018_1235_y
crossref_primary_10_1016_j_cam_2020_113353
crossref_primary_10_1109_TSP_2023_3311523
crossref_primary_10_1371_journal_pone_0315740
crossref_primary_10_1016_j_amc_2020_125904
ContentType Journal Article
DBID NPM
7X8
DOI 10.1162/neco_a_01012
DatabaseName PubMed
MEDLINE - Academic
DatabaseTitle PubMed
MEDLINE - Academic
DatabaseTitleList MEDLINE - Academic
PubMed
Database_xml – sequence: 1
  dbid: NPM
  name: PubMed
  url: http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?db=PubMed
  sourceTypes: Index Database
– sequence: 2
  dbid: 7X8
  name: MEDLINE - Academic
  url: https://search.proquest.com/medline
  sourceTypes: Aggregation Database
DeliveryMethod no_fulltext_linktorsrc
Discipline Computer Science
EISSN 1530-888X
ExternalDocumentID 28957024
Genre Journal Article
GroupedDBID ---
-~X
.4S
.DC
0R~
123
36B
4.4
41~
53G
6IK
AAJGR
AALMD
AAYOK
ABAZT
ABDBF
ABDNZ
ABEFU
ABIVO
ABJNI
ACGFO
ACUHS
ACYGS
ADIYS
ADMLS
AEGXH
AEILP
AENEX
AIAGR
ALMA_UNASSIGNED_HOLDINGS
ARCSS
AVWKF
AZFZN
BEFXN
BFFAM
BGNUA
BKEBE
BPEOZ
CAG
COF
CS3
DU5
EAP
EAS
EBC
EBD
EBS
ECS
EDO
EJD
EMB
EMK
EMOBN
EPL
EPS
EST
ESX
F5P
FEDTE
FNEHJ
HVGLF
HZ~
H~9
I-F
IPLJI
JAVBF
MCG
MINIK
MKJ
NPM
O9-
OCL
P2P
PK0
PQQKQ
RMI
SV3
TUS
WG8
WH7
XJE
ZWS
7X8
ABVLG
AMVHM
ID FETCH-LOGICAL-c444t-cd66103b5c28dbe4256091bfbae48ab0fa5d6d8a8582034ba9cdc8355ba921bc2
IEDL.DBID 7X8
ISICitedReferencesCount 14
ISICitedReferencesURI http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000413292600007&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
ISSN 1530-888X
IngestDate Fri Sep 05 14:21:38 EDT 2025
Thu Apr 03 07:05:38 EDT 2025
IsPeerReviewed true
IsScholarly true
Issue 11
Language English
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-c444t-cd66103b5c28dbe4256091bfbae48ab0fa5d6d8a8582034ba9cdc8355ba921bc2
Notes ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
PMID 28957024
PQID 1945221903
PQPubID 23479
ParticipantIDs proquest_miscellaneous_1945221903
pubmed_primary_28957024
PublicationCentury 2000
PublicationDate 2017-11-00
20171101
PublicationDateYYYYMMDD 2017-11-01
PublicationDate_xml – month: 11
  year: 2017
  text: 2017-11-00
PublicationDecade 2010
PublicationPlace United States
PublicationPlace_xml – name: United States
PublicationTitle Neural computation
PublicationTitleAlternate Neural Comput
PublicationYear 2017
SSID ssj0006105
Score 2.3051002
Snippet This letter proposes a novel approach using the [Formula: see text]-norm regularization for the sparse covariance matrix estimation (SCME) problem. The...
SourceID proquest
pubmed
SourceType Aggregation Database
Index Database
StartPage 3040
Title Sparse Covariance Matrix Estimation by DCA-Based Algorithms
URI https://www.ncbi.nlm.nih.gov/pubmed/28957024
https://www.proquest.com/docview/1945221903
Volume 29
WOSCitedRecordID wos000413292600007&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
hasFullText
inHoldings 1
isFullTextHit
isPrint
link http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LS8NAEB7UevBifVtfrOB1aR67eeBBam3xYEtBhdzCPhIVNImmFv33zuZBT4LgJewlJMzO7Hzf7DwALmQV0PcZFanFKbNTRUNPC1PAHCCYY75SVXf9O386DaIonDUBt7JJq2zPxOqg1rkyMfI-km2ECui-3KvinZqpUeZ2tRmhsQodF6GMSenyo2W3cK9OYUSjtigyvahNfPecfobkLhax6bDm_A4uKycz7v7397Zgs4GXZFDrwzasJNkOdNvRDaSx5F24vC-Q0SZkmC-QLJudJxPTrP-LjNDm63JGIr_JzXBAr9HRaTJ4fcLvzZ_fyj14HI8ehre0maNAFWNsTpVGJ2y5kisn0DJhBuWEtkylSFggpJUKrj0diIAjHHCZFKHSCpEZx5VjS-Xsw1qWZ8khEEQHXCorFALtOLUsyblIlXYd6SJT4XYPzlvxxKin5vJBZEn-WcZLAfXgoJZxXNQNNWIkfdxHsHD0h7ePYcMxnrUqBzyBTopWmpzCulrMX8qPs0oB8DmdTX4A28O6Sg
linkProvider ProQuest
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Sparse+Covariance+Matrix+Estimation+by+DCA-Based+Algorithms&rft.jtitle=Neural+computation&rft.au=Phan%2C+Duy+Nhat&rft.au=Le+Thi%2C+Hoai+An&rft.au=Dinh%2C+Tao+Pham&rft.date=2017-11-01&rft.issn=1530-888X&rft.eissn=1530-888X&rft.volume=29&rft.issue=11&rft.spage=3040&rft_id=info:doi/10.1162%2Fneco_a_01012&rft.externalDBID=NO_FULL_TEXT
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=1530-888X&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=1530-888X&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=1530-888X&client=summon