Joint estimation of precision matrices in heterogeneous populations (Q302425): Difference between revisions

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+Asymptotics of hierarchical clustering for growing dimension
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+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+First-Order Methods for Sparse Covariance Selection
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+Sparse inverse covariance estimation with the graphical lasso
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+Joint estimation of multiple graphical models
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+The sparse Laplacian shrinkage estimator for high-dimensional regression
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+Variable selection and regression analysis for graph-structured covariates with an application to genomics
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+Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics
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+Bayesian regularization via graph Laplacian
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+High-dimensional graphs and variable selection with the Lasso
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+Bayesian Inference of Multiple Gaussian Graphical Models
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+Sparse permutation invariant covariance estimation
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+Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
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+\(\ell_{1}\)-penalization for mixture regression models
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+Model selection and estimation in the Gaussian graphical model
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+The composite absolute penalties family for grouped and hierarchical variable selection
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+A significance test for graph‐constrained estimation
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