Pages that link to "Item:Q123825"

The following pages link to Sparse estimation of a covariance matrix (Q123825):

Displaying 50 items.

• spcov (Q24202) (← links)
• covglasso (Q123828) (← links)
• Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
• Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
• A fused Lasso approach to nonstationary spatial covariance estimation (Q321472) (← links)
• On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922) (← links)
• The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
• An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
• Coordinate descent algorithm for covariance graphical Lasso (Q892800) (← links)
• Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
• Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation (Q1623641) (← links)
• Estimating large correlation matrices for international migration (Q1624816) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics (Q1659496) (← links)
• Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
• Perturbations and projections of Kalman-Bucy semigroups (Q1660302) (← links)
• DC programming and DCA: thirty years of developments (Q1749443) (← links)
• Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
• Testing independence with high-dimensional correlated samples (Q1750290) (← links)
• A faster generalized ADMM-based algorithm using a sequential updating scheme with relaxed step sizes for multiple-block linearly constrained separable convex programming (Q2020565) (← links)
• Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Detection of hubs in complex networks by the Laplacian matrix (Q2131998) (← links)
• High-dimensional sufficient dimension reduction through principal projections (Q2136660) (← links)
• A generative approach to modeling data with quantitative and qualitative responses (Q2140852) (← links)
• Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
• A partially proximal S-ADMM for separable convex optimization with linear constraints (Q2227678) (← links)
• An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
• Testing regression coefficients in high-dimensional and sparse settings (Q2244668) (← links)
• Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
• Model-based clustering with sparse covariance matrices (Q2329799) (← links)
• Uncertainty quantification for functional dependent random variables (Q2358935) (← links)
• On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
• Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
• A one-sample test for normality with kernel methods (Q2419660) (← links)
• Bayesian sparse covariance decomposition with a graphical structure (Q2631381) (← links)
• Maximum likelihood degree of the two-dimensional linear Gaussian covariance model (Q2659089) (← links)
• Differentially private precision matrix estimation (Q2663280) (← links)
• Group-wise shrinkage estimation in penalized model-based clustering (Q2680189) (← links)
• Inequalities on partial correlations in Gaussian graphical models containing star shapes (Q2830188) (← links)
• An Efficient Surrogate Model for Emulation and Physics Extraction of Large Eddy Simulations (Q3121166) (← links)
• MM Algorithms for Variance Components Models (Q3391241) (← links)
• Detecting the large entries of a sparse covariance matrix in sub-quadratic time (Q4603728) (← links)
• A partial PPA block-wise ADMM for multi-block linearly constrained separable convex optimization (Q4986418) (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
• A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
• Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)
• A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
• Nonstationary Modeling With Sparsity for Spatial Data via the Basis Graphical Lasso (Q5066402) (← links)