Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984): Difference between revisions

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+Structured regularization for conditional Gaussian graphical models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Sparse inverse covariance estimation with the graphical lasso
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+Sparse permutation invariant covariance estimation
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+A lower bound for the smallest singular value of a matrix
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+Model selection and estimation in the Gaussian graphical model
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