Estimating networks with jumps (Q1950892): Difference between revisions

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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Q3096116
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+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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+Regularized estimation of large covariance matrices
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+An O(n) algorithm for quadratic knapsack problems
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+Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
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+Q2760174
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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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+Q3510469
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+Pairwise Variable Selection for High-Dimensional Model-Based Clustering
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+Joint estimation of multiple graphical models
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+Multiple Change-Point Estimation With a Total Variation Penalty
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+Q4272837
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+Estimating time-varying networks
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+Gradient directed regularization for sparse Gaussian concentration graphs, with applications to inference of genetic networks
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+Q2896018
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+Locally adaptive regression splines
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+High-dimensional graphs and variable selection with the Lasso
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+Smooth minimization of non-smooth functions
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+Partial Correlation Estimation by Joint Sparse Regression Models
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
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+Properties and refinements of the fused Lasso
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+Sparse permutation invariant covariance estimation
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+Sparsity and Smoothness Via the Fused Lasso
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+On the conditions used to prove oracle results for the Lasso
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Graphical Models, Exponential Families, and Variational Inference
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+Learning Oncogenic Pathways from Binary Genomic Instability Data
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+Model selection and estimation in the Gaussian graphical model
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+Q3174050
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