Pages that link to "Item:Q2270657"

The following pages link to Network exploration via the adaptive LASSO and SCAD penalties (Q2270657):

Displaying 50 items.

• A sparse conditional Gaussian graphical model for analysis of genetical genomics data (Q80801) (← links)
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
• Tuning-Free Heterogeneity Pursuit in Massive Networks (Q148592) (← links)
• Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
• A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
• Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
• Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
• Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
• An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection (Q621755) (← links)
• The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
• Conditional score matching for high-dimensional partial graphical models (Q830589) (← links)
• The performance of covariance selection methods that consider decomposable models only (Q899046) (← links)
• Estimating time-varying networks (Q977626) (← links)
• Covariance regularization by thresholding (Q1000302) (← links)
• Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
• Edge detection in sparse Gaussian graphical models (Q1615220) (← links)
• Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
• Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
• The cluster graphical Lasso for improved estimation of Gaussian graphical models (Q1623817) (← links)
• Adjusted regularization in latent graphical models: application to multiple-neuron spike count data (Q1624826) (← links)
• Adjusted regularization of cortical covariance (Q1628355) (← links)
• A relative error-based approach for variable selection (Q1659002) (← links)
• Joint estimation of multiple Gaussian graphical models across unbalanced classes (Q1662174) (← links)
• Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
• Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer (Q1727851) (← links)
• An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
• Estimating networks with jumps (Q1950892) (← links)
• Penalized model-based clustering with unconstrained covariance matrices (Q1952033) (← links)
• Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
• Learning latent variable Gaussian graphical model for biomolecular network with low sample complexity (Q2011725) (← links)
• Confidence graphs for graphical model selection (Q2058790) (← links)
• Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints (Q2059164) (← links)
• Variational Bayesian inference for network autoregression models (Q2076106) (← links)
• Dynamic and robust Bayesian graphical models (Q2103986) (← links)
• Locally associated graphical models and mixed convex exponential families (Q2105205) (← links)
• Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations (Q2143016) (← links)
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
• Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
• A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors (Q2166027) (← links)
• Nonconcave penalized estimation in sparse vector autoregression model (Q2180066) (← links)
• Uniform joint screening for ultra-high dimensional graphical models (Q2196128) (← links)
• Estimating sparse networks with hubs (Q2196140) (← links)
• Innovated scalable dynamic learning for time-varying graphical models (Q2197611) (← links)
• A two-step method for estimating high-dimensional Gaussian graphical models (Q2197843) (← links)
• Statistical analysis of sparse approximate factor models (Q2199708) (← links)
• Certifiably optimal sparse inverse covariance estimation (Q2205987) (← links)
• Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error (Q2233583) (← links)