Covariance structure estimation with Laplace approximation (Q6074739)

scientific article; zbMATH DE number 7740036

Language	Label	Description	Also known as
English	Covariance structure estimation with Laplace approximation	scientific article; zbMATH DE number 7740036

Statements

instance of

scholarly article

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title

Covariance structure estimation with Laplace approximation (English)

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Journal of Multivariate Analysis

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publication date

19 September 2023

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full work available at URL

https://arxiv.org/abs/2111.02637

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zbMATH Keywords

Gaussian covariance graph model

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Laplace approximation

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posterior convergence rate

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slab and spike prior

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sparse covariance matrix

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MaRDI profile type

Publication

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cites work

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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Identifiers

arXiv ID

2111.02637

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Mathematics Subject Classification ID

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10.1016/J.JMVA.2023.105225

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Sitelinks

Mathematics(1 entry)

mardi Publication:6074739