According to our database1, Gui-Bo Ye authored at least 8 papers between 2008 and 2015.
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Robust recovery of complex exponential signals from random Gaussian projections via low rank Hankel matrix reconstruction.
Learning sparse gradients for variable selection and dimension reduction.
Mach. Learn., 2012
Efficient variable selection in support vector machines via the alternating direction method of multipliers.
Proceedings of the Fourteenth International Conference on Artificial Intelligence and Statistics, 2011
Split Bregman method for large scale fused Lasso.
Comput. Stat. Data Anal., 2011
Efficient Latent Variable Graphical Model Selection via Split Bregman Method
Split Bregman Method for Sparse Inverse Covariance Estimation with Matrix Iteration Acceleration
Variable Selection and Dimension Reduction via Sparse Gradients
Learning and approximation by Gaussians on Riemannian manifolds.
Adv. Comput. Math., 2008