Covariance structure estimation with Laplace approximation (Q6074739): Difference between revisions

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+Bayesian structure learning in graphical models
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+Sparse Bayesian infinite factor models
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+Covariance regularization by thresholding
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+Regularized estimation of large covariance matrices
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+Sparse estimation of a covariance matrix
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+Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+A Direct Estimation Approach to Sparse Linear Discriminant Analysis
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+Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
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+High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics
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+Objective Bayesian model selection in Gaussian graphical models
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+Covariance and precision matrix estimation for high-dimensional time series
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+A penalized maximum likelihood approach to sparse factor analysis
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+Bayesian exploratory factor analysis
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+Sparse PCA via Covariance Thresholding
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+Network exploration via the adaptive LASSO and SCAD penalties
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+Generalized alternating direction method of multipliers: new theoretical insights and applications
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+Sparse inverse covariance estimation with the graphical lasso
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+Bayesian Regularization for Graphical Models With Unequal Shrinkage
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+Convergence rates of posterior distributions.
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+Q3499239
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+Penalized discriminant analysis
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+De-Biased Sparse PCA: Inference for Eigenstructure of Large Covariance Matrices
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+Sparse Bayesian time-varying covariance estimation in many dimensions
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+A Convex Pseudolikelihood Framework for High Dimensional Partial Correlation Estimation with Convergence Guarantees
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+Wishart distributions for decomposable covariance graph models
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+Sparse Factor Analysis for Learning and Content Analytics
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+The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
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+Sparse permutation invariant covariance estimation
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+Generalized Thresholding of Large Covariance Matrices
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+Q2880922
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+Convergence of a block coordinate descent method for nondifferentiable minimization
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+Bayesian graphical Lasso models and efficient posterior computation
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+Coordinate descent algorithm for covariance graphical Lasso
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+Scaling it up: stochastic search structure learning in graphical models
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+Efficient Gaussian graphical model determination under \(G\)-Wishart prior distributions
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+Breast Cancer Diagnosis and Prognosis Via Linear Programming
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+Efficient estimation of covariance selection models
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+Nonparametric estimation of large covariance matrices of longitudinal data
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+Covariance matrix estimation for stationary time series
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+Modified linear discriminant analysis approaches for classification of high-dimensional microarray data
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+Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
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+Model selection and estimation in the Gaussian graphical model
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