Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845): Difference between revisions

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+.6024
@@ Property / arXiv ID: 1309.6024 / rank @@
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+Comments on: \(\ell_{1}\)-penalization for mixture regression models
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+Square-root lasso: pivotal recovery of sparse signals via conic programming
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+Regularized estimation of large covariance matrices
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+Covariance regularization by thresholding
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+Simultaneous analysis of Lasso and Dantzig selector
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+Statistical significance in high-dimensional linear models
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
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+Optimal rates of convergence for covariance matrix estimation
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+Optimal rates of convergence for sparse covariance matrix estimation
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+Exact matrix completion via convex optimization
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+Latent variable graphical model selection via convex optimization
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+First-Order Methods for Sparse Covariance Selection
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+The Dantzig selector and sparsity oracle inequalities
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+Sparsistency and rates of convergence in large covariance matrix estimation
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+Convergence of estimates under dimensionality restrictions
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+High-dimensional graphs and variable selection with the Lasso
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+Discussion: Latent variable graphical model selection via convex optimization
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+Asymptotic normality and optimalities in estimation of large Gaussian graphical models
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+Sparse permutation invariant covariance estimation
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+\(\ell_{1}\)-penalization for mixture regression models
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+Comments on: \(\ell _{1}\)-penalization for mixture regression models
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+Scaled sparse linear regression
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+On the conditions used to prove oracle results for the Lasso
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+Model selection and estimation in the Gaussian graphical model
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+Some sharp performance bounds for least squares regression with \(L_1\) regularization
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+A general theory of concave regularization for high-dimensional sparse estimation problems
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