A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity (Q6173730): Difference between revisions

Latest revision as of 17:13, 1 August 2024

scientific article; zbMATH DE number 7712155

Language	Label	Description	Also known as
English	A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	scientific article; zbMATH DE number 7712155

Statements

instance of

scholarly article

0 references

title

A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity (English)

0 references

published in

Annals of the Institute of Statistical Mathematics

0 references

publication date

13 July 2023

0 references

full work available at URL

https://arxiv.org/abs/2107.02999

0 references

zbMATH Keywords

Gaussian graphical model

0 references

high-dimensional data

0 references

Lasso

0 references

precision matrix

0 references

weak sparsity

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Robust estimation of high-dimensional covariance and precision matrices

0 references

Covariance regularization by thresholding

0 references

Simultaneous analysis of Lasso and Dantzig selector

0 references

Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

0 references

Adaptive Thresholding for Sparse Covariance Matrix Estimation

0 references

A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

0 references

Two-Sample Test of High Dimensional Means Under Dependence

0 references

Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation

0 references

Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation

0 references

The Dantzig selector: statistical estimation when $p$ is much larger than $n$. (With discussions and rejoinder).

0 references

CoCoLasso for high-dimensional error-in-variables regression

0 references

Operator norm consistent estimation of large-dimensional sparse covariance matrices

0 references

A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant

0 references

An overview of the estimation of large covariance and precision matrices

0 references

Sparse inverse covariance estimation with the graphical lasso

0 references

Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons

0 references

Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data

0 references

Sparse Matrix Graphical Models

0 references

Q5502121

0 references

Q2880973

0 references

High-dimensional semiparametric Gaussian copula graphical models

0 references

Fast and adaptive sparse precision matrix estimation in high dimensions

0 references

A direct approach to sparse discriminant analysis in ultra-high dimensions

0 references

High-dimensional graphs and variable selection with the Lasso

0 references

A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers

0 references

Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

0 references

High-dimensional covariance estimation by minimizing $\ell _{1}$-penalized log-determinant divergence

0 references

Asymptotic normality and optimalities in estimation of large Gaussian graphical models

0 references

Generalized Thresholding of Large Covariance Matrices

0 references

Scaled sparse linear regression

0 references

Sparse Matrix Inversion with Scaled Lasso

0 references

Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

0 references

High-Dimensional Statistics

0 references

An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss

0 references

Q4986369

0 references

The Linearized Alternating Direction Method of Multipliers for Dantzig Selector

0 references

Regularized rank-based estimation of high-dimensional nonparanormal graphical models

0 references

Q2896196

0 references

Q2896144

0 references

Model selection and estimation in the Gaussian graphical model

0 references

Sparse precision matrix estimation via lasso penalized D-trace loss

0 references

Gemini: graph estimation with matrix variate normal instances

0 references

Identifiers

arXiv ID

2107.02999

0 references

DOI

10.1007/s10463-022-00856-0

0 references

Mathematics Subject Classification ID

62-XX

0 references

zbMATH DE Number

7712155

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6173730

@@ Property / cites work @@
+Robust estimation of high-dimensional covariance and precision matrices
+Normal rank
@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
@@ Property / cites work @@
+Simultaneous analysis of Lasso and Dantzig selector
+Normal rank
@@ Property / cites work @@
+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
+Normal rank
@@ Property / cites work @@
+Adaptive Thresholding for Sparse Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Two-Sample Test of High Dimensional Means Under Dependence
+Normal rank
@@ Property / cites work @@
+Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
+Normal rank
@@ Property / cites work @@
+Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
+Normal rank
@@ Property / cites work @@
+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
+Normal rank
@@ Property / cites work @@
+CoCoLasso for high-dimensional error-in-variables regression
+Normal rank
@@ Property / cites work @@
+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
@@ Property / cites work @@
+A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant
+Normal rank
@@ Property / cites work @@
+An overview of the estimation of large covariance and precision matrices
+Normal rank
@@ Property / cites work @@
+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
@@ Property / cites work @@
+Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
+Normal rank
@@ Property / cites work @@
+Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
+Normal rank
@@ Property / cites work @@
+Sparse Matrix Graphical Models
@@ Property / cites work: Sparse Matrix Graphical Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q5502121
@@ Property / cites work: Q5502121 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2880973
@@ Property / cites work: Q2880973 / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional semiparametric Gaussian copula graphical models
+Normal rank
@@ Property / cites work @@
+Fast and adaptive sparse precision matrix estimation in high dimensions
+Normal rank
@@ Property / cites work @@
+A direct approach to sparse discriminant analysis in ultra-high dimensions
+Normal rank
@@ Property / cites work @@
+High-dimensional graphs and variable selection with the Lasso
+Normal rank
@@ Property / cites work @@
+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
+Normal rank
@@ Property / cites work @@
+Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
+Normal rank
@@ Property / cites work @@
+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
+Normal rank
@@ Property / cites work @@
+Asymptotic normality and optimalities in estimation of large Gaussian graphical models
+Normal rank
@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Scaled sparse linear regression
@@ Property / cites work: Scaled sparse linear regression / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse Matrix Inversion with Scaled Lasso
@@ Property / cites work: Sparse Matrix Inversion with Scaled Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
+Normal rank
@@ Property / cites work @@
+High-Dimensional Statistics
@@ Property / cites work: High-Dimensional Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
+Normal rank
@@ Property / cites work @@
+Q4986369
@@ Property / cites work: Q4986369 / rank @@
+Normal rank
@@ Property / cites work @@
+The Linearized Alternating Direction Method of Multipliers for Dantzig Selector
+Normal rank
@@ Property / cites work @@
+Regularized rank-based estimation of high-dimensional nonparanormal graphical models
+Normal rank
@@ Property / cites work @@
+Q2896196
@@ Property / cites work: Q2896196 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2896144
@@ Property / cites work: Q2896144 / rank @@
+Normal rank
@@ Property / cites work @@
+Model selection and estimation in the Gaussian graphical model
+Normal rank
@@ Property / cites work @@
+Sparse precision matrix estimation via lasso penalized D-trace loss
+Normal rank
@@ Property / cites work @@
+Gemini: graph estimation with matrix variate normal instances
+Normal rank