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
+Normal rank
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+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
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+Optimal selection of reduced rank estimators of high-dimensional matrices
+Normal rank
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
+Normal rank
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+Optimal rates of convergence for covariance matrix estimation
+Normal rank
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+Q3145535
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+Normal rank
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
+Normal rank
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
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+Network exploration via the adaptive LASSO and SCAD penalties
+Normal rank
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+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
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+Sparsistency and rates of convergence in large covariance matrix estimation
+Normal rank
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+Gradient directed regularization for sparse Gaussian concentration graphs, with applications to inference of genetic networks
+Normal rank
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+High-dimensional graphs and variable selection with the Lasso
+Normal rank
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+Partial Correlation Estimation by Joint Sparse Regression Models
+Normal rank
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
+Normal rank
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+A sparse conditional Gaussian graphical model for analysis of genetical genomics data
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+Q3174050
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+Normal rank

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

Revision as of 04:51, 7 July 2024

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Mathematics(1 entry)