A Parametric Approach for Solving Convex Quadratic Optimization with Indicators Over Trees

A Bhathena, S Fattahi, A Gómez… - arXiv preprint arXiv …, 2024 - arxiv.org
This paper investigates convex quadratic optimization problems involving $ n $ indicator
variables, each associated with a continuous variable, particularly focusing on scenarios …

Solution Path of Time-varying Markov Random Fields with Discrete Regularization

S Fattahi, A Gómez - arXiv preprint arXiv:2307.13750, 2023 - arxiv.org
We study the problem of inferring sparse time-varying Markov random fields (MRFs) with
different discrete and temporal regularizations on the parameters. Due to the intractability of …