Model selection and estimation in the Gaussian graphical model

From MaRDI portal
Revision as of 23:24, 4 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3512676

DOI10.1093/BIOMET/ASM018zbMath1142.62408OpenAlexW2081746825MaRDI QIDQ3512676

Ming Yuan, Yi Lin

Publication date: 21 July 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/20ee888ca9c3bae784f266405b4d6395c6f32955






Related Items (only showing first 100 items - show all)

Lasso-driven inference in time and spaceA general family of trimmed estimators for robust high-dimensional data analysisScaling it up: stochastic search structure learning in graphical modelsAn integrated framework for visualizing and forecasting realized covariance matricesNonparametric Bayesian learning of heterogeneous dynamic transcription factor networksEstimating sparse precision matrix: optimal rates of convergence and adaptive estimationA joint convex penalty for inverse covariance matrix estimationLearning high-dimensional Gaussian linear structural equation models with heterogeneous error variancesThe cluster graphical Lasso for improved estimation of Gaussian graphical modelsEnsemble sparse estimation of covariance structure for exploring genetic disease dataBayesian regularization of Gaussian graphical models with measurement errorAn adapted linear discriminant analysis with variable selection for the classification in high-dimension, and an application to medical dataConditional score matching for high-dimensional partial graphical modelsAdjusted regularization in latent graphical models: application to multiple-neuron spike count dataGaussian and robust Kronecker product covariance estimation: existence and uniquenessHigh-dimensional analysis of semidefinite relaxations for sparse principal componentsAdjusted regularization of cortical covarianceJoint estimation of precision matrices in heterogeneous populationsOn estimation of the diagonal elements of a sparse precision matrixAIC for the Lasso in generalized linear modelsGraphical models via joint quantile regression with component selectionRecent developments in high dimensional covariance estimation and its related issues, a reviewHigh dimensional Gaussian copula graphical model with FDR controlHigh dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihoodRidge estimation of inverse covariance matrices from high-dimensional dataRobust estimation of precision matrices under cellwise contaminationJoint estimation of multiple Gaussian graphical models across unbalanced classesEstimating large covariance matrix with network topology for high-dimensional biomedical dataRates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrapConfidence regions for entries of a large precision matrixFast alternating linearization methods for minimizing the sum of two convex functionsPolynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of componentsApproximation accuracy, gradient methods, and error bound for structured convex optimizationOptimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errorsPrediction in abundant high-dimensional linear regressionHigh-dimensional covariance matrix estimation with missing observationsLearning a factor model via regularized PCABerry-Esseen bounds for estimating undirected graphsAn inexact interior point method for \(L_{1}\)-regularized sparse covariance selectionModel selection and estimation in the matrix normal graphical modelAdaptive covariance matrix estimation through block thresholdingHigh-dimensional semiparametric Gaussian copula graphical modelsHigh dimensional posterior convergence rates for decomposable graphical modelsA constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical modelsInferring large graphs using \(\ell_1\)-penalized likelihoodInferring multiple graphical structuresEstimating networks with jumpsThe graphical lasso: new insights and alternativesRobust graphical modeling of gene networks using classical and alternative \(t\)-distributionsSimultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihoodHeterogeneity adjustment with applications to graphical model inferenceCovariance estimation: the GLM and regularization perspectivesLasso penalized model selection criteria for high-dimensional multivariate linear regression analysisThe sparse Laplacian shrinkage estimator for high-dimensional regressionA note on the Lasso for Gaussian graphical model selectionPosterior convergence rates for estimating large precision matrices using graphical modelsEstimation of high-dimensional partially-observed discrete Markov random fieldsSpectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancerBayesian sparse graphical models for classification with application to protein expression dataOn the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimatorEfficient Bayesian regularization for graphical model selectionOn the residual empirical process based on the ALASSO in high dimensions and its functional oracle propertyA multiple testing approach to the regularisation of large sample correlation matricesStochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functionsVariable selection in multivariate linear models with high-dimensional covariance matrix estimationCovariance estimation via sparse Kronecker structuresGaussian and bootstrap approximations for high-dimensional U-statistics and their applicationsBayesian graphical models for differential pathwaysHigh-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contaminationAn extragradient-based alternating direction method for convex minimizationTests for Gaussian graphical modelsShrinkage tuning parameter selection in precision matrices estimationEstimation of (near) low-rank matrices with noise and high-dimensional scalingSemi-varying coefficient models with a diverging number of componentsMissing values: sparse inverse covariance estimation and an extension to sparse regressionLeast angle and \(\ell _{1}\) penalized regression: a reviewEstimating time-varying networksA general algorithm for covariance modeling of discrete dataDistribution-free tests of mean vectors and covariance matrices for multivariate paired dataSelection by partitioning the solution pathsEstimating sufficient reductions of the predictors in abundant high-dimensional regressionsConfidence intervals for high-dimensional inverse covariance estimationEstimation of covariance matrix via the sparse Cholesky factor with lassoEstimation of high-dimensional graphical models using regularized score matchingCovariance regularization by thresholdingOn generating random Gaussian graphical modelsAn efficient algorithm for sparse inverse covariance matrix estimation based on dual formulationMonitoring the covariance matrix with fewer observations than variablesTuning-Free Heterogeneity Pursuit in Massive NetworksAsymptotic normality and optimalities in estimation of large Gaussian graphical modelsHonest confidence regions and optimality in high-dimensional precision matrix estimationGaussian graphical model estimation with false discovery rate controlRegularized rank-based estimation of high-dimensional nonparanormal graphical modelsEdge selection based on the geometry of dually flat spaces for Gaussian graphical modelsEstimating heterogeneous graphical models for discrete data with an application to roll call votingRegularized parameter estimation of high dimensional distributionOn the distribution of the adaptive LASSO estimatorSparsistency and rates of convergence in large covariance matrix estimationSparse estimation via nonconcave penalized likelihood in factor analysis modelA focused information criterion for graphical models in fMRI connectivity with high-dimensional data







This page was built for publication: Model selection and estimation in the Gaussian graphical model