Pages that link to "Item:Q282440"

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

Displaying 48 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)
• Sparse inverse covariance matrix estimation via the $ \newcommand{\e}{{\rm e}} \ell_{0}$ -norm with Tikhonov regularization (Q4973542) (← links)
• Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models (Q5012853) (← links)
• A Greedy Algorithm for Sparse Precision Matrix Approximation (Q5079528) (← links)
• Statistical inference for Cox proportional hazards models with a diverging number of covariates (Q6049750) (← links)
• Inference for Nonparanormal Partial Correlation via Regularized Rank-Based Nodewise Regression (Q6055865) (← links)
• Frequentist Model Averaging for Undirected Gaussian Graphical Models (Q6079689) (← links)
• Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
• Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
• An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso (Q6104410) (← links)
• Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models (Q6116588) (← links)
• Scalable Bayesian high-dimensional local dependence learning (Q6122014) (← links)
• Post-processed posteriors for sparse covariances (Q6133369) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
• Debiased Lasso for stratified Cox models with application to the national kidney transplant data (Q6138663) (← links)
• A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity (Q6173730) (← links)
• A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION (Q6182050) (← links)
• Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting (Q6200890) (← links)