Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jmva.2013.01.005 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2013.01.005 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2004185360 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q36841995 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularized estimation of large covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Covariance regularization by thresholding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal selection of reduced rank estimators of high-dimensional matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal rates of convergence for covariance matrix estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3145535 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). / rank
 
Normal rank
Property / cites work
 
Property / cites work: Operator norm consistent estimation of large-dimensional sparse covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Network exploration via the adaptive LASSO and SCAD penalties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse inverse covariance estimation with the graphical lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparsistency and rates of convergence in large covariance matrix estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gradient directed regularization for sparse Gaussian concentration graphs, with applications to inference of genetic networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-dimensional graphs and variable selection with the Lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partial Correlation Estimation by Joint Sparse Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso) / rank
 
Normal rank
Property / cites work
 
Property / cites work: A sparse conditional Gaussian graphical model for analysis of genetical genomics data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3174050 / rank
 
Normal rank
Property / DBLP publication ID
 
Property / DBLP publication ID: journals/ma/YinL13 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JMVA.2013.01.005 / rank
 
Normal rank

Latest revision as of 16:12, 9 December 2024

scientific article
Language Label Description Also known as
English
Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization
scientific article

    Statements

    Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (English)
    0 references
    0 references
    0 references
    10 January 2014
    0 references
    estimation bounds
    0 references
    graphical model
    0 references
    model selection consistency
    0 references
    oracle property
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references