Estimating sparse positive-definite covariance matrices in high dimensions has received extensive attention the past two decades. However, many existing algorithms are proposed for a single regularization parameter and little been paid to estimating over full range of parameters. In this paper we suggest compute paths through one-step approximation warm-starting Alternating Direction Method Mul...

In this paper we prove two theorems relating positive definite measures to induced representations. The first shows how the injection of a positive definite measure on a topological group H into a containing locally compact group G in which H is closed gives rise to induced representations. The second is another version of Mackey's imprimitivity theorem, along the lines of Loomis' proof [5]. We...