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

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+Regularized estimation of large covariance matrices
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+Covariance regularization by thresholding
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+Optimal selection of reduced rank estimators of high-dimensional matrices
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+Q3145535
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+Network exploration via the adaptive LASSO and SCAD penalties
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+Sparse inverse covariance estimation with the graphical lasso
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+Sparsistency and rates of convergence in large covariance matrix estimation
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+High-dimensional graphs and variable selection with the Lasso
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559): Difference between revisions

Latest revision as of 14:50, 13 November 2024

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Mathematics(1 entry)