Q4558148 (Q4558148): Difference between revisions

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+On perturbed proximal gradient algorithms
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+Break detection in the covariance structure of multivariate time series models
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+Modelling structural breaks, long memory and stock market volatility: an overview
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+Q3096116
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+Breaks and persistency: macroeconomic causes of stock market volatility
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+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
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+Graph-based change-point detection
@@ Property / cites work: Graph-based change-point detection / rank @@
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+Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
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+Pathwise coordinate optimization
@@ Property / cites work: Pathwise coordinate optimization / rank @@
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+Wild binary segmentation for multiple change-point detection
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+Q5251797
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+Q2880910
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+Estimating time-varying networks
@@ Property / cites work: Estimating time-varying networks / rank @@
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+Estimating networks with jumps
@@ Property / cites work: Estimating networks with jumps / rank @@
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+Sparse nonparametric graphical models
@@ Property / cites work: Sparse nonparametric graphical models / rank @@
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+Adaptive estimation of a quadratic functional by model selection.
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+Detection and localization of change-points in high-dimensional network traffic data
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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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+High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+Change Point Estimation in High Dimensional Markov Random-Field Models
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+The MM alternative to EM
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+Model selection and estimation in the Gaussian graphical model
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