Pages that link to "Item:Q282440"

The following pages link to Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440):

Displaying 50 items.

• Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
• On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
• A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
• Network assisted analysis to reveal the genetic basis of autism (Q902933) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← links)
• Stable limit theorems for empirical processes under conditional neighborhood dependence (Q1740523) (← links)
• Testing independence with high-dimensional correlated samples (Q1750290) (← links)
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models (Q2042144) (← links)
• Bayesian inference for high-dimensional decomposable graphs (Q2044345) (← links)
• Obtaining minimax lower bounds: a review (Q2131929) (← links)
• Detection of hubs in complex networks by the Laplacian matrix (Q2131998) (← links)
• An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units (Q2135867) (← links)
• Uniform joint screening for ultra-high dimensional graphical models (Q2196128) (← links)
• Innovated scalable dynamic learning for time-varying graphical models (Q2197611) (← links)
• Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
• Innovated scalable efficient inference for ultra-large graphical models (Q2244522) (← links)
• Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)
• Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
• Robust regression via mutivariate regression depth (Q2295029) (← links)
• Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
• Tight lower bound of sparse covariance matrix estimation in the local differential privacy model (Q2310743) (← links)
• Spectral analysis of high-dimensional time series (Q2326992) (← links)
• Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
• Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
• Robust sparse precision matrix estimation for high-dimensional compositional data (Q2667613) (← links)
• (Q4558531) (← links)
• Simultaneous Clustering and Estimation of Heterogeneous Graphical Models (Q4558554) (← links)
• Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss (Q4606470) (← links)
• On Reject and Refine Options in Multicategory Classification (Q4962439) (← links)
• High-Dimensional Inference for Cluster-Based Graphical Models (Q4969100) (← links)
• Sparse inverse covariance matrix estimation via the $ \newcommand{\e}{{\rm e}} \ell_{0}$ -norm with Tikhonov regularization (Q4973542) (← links)
• Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
• Confidence intervals for high-dimensional Cox models (Q4986370) (← links)
• A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
• Inter-Subject Analysis: A Partial Gaussian Graphical Model Approach (Q4999152) (← links)
• (Q5004044) (← links)
• Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models (Q5012853) (← links)
• Fast algorithms for sparse inverse covariance estimation (Q5031723) (← links)
• (Q5053191) (← links)
• A Greedy Algorithm for Sparse Precision Matrix Approximation (Q5079528) (← links)
• Fast and Separable Estimation in High-Dimensional Tensor Gaussian Graphical Models (Q5083378) (← links)
• High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators (Q5107390) (← links)
• (Q5214246) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)