Pages that link to "Item:Q444979"
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The following pages link to Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979):
Displayed 26 items.
- A Cluster Elastic Net for Multivariate Regression (Q63195) (← links)
- A Penalized Likelihood Method for Classification With Matrix-Valued Predictors (Q149263) (← links)
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984) (← links)
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures (Q2101407) (← links)
- Estimation of conditional mean operator under the bandable covariance structure (Q2136639) (← links)
- A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions (Q2152553) (← links)
- The conditional censored graphical Lasso estimator (Q2209704) (← links)
- Capturing between-tasks covariance and similarities using multivariate linear mixed models (Q2209832) (← links)
- A covariance-enhanced approach to multitissue joint eQTL mapping with application to transcriptome-wide association studies (Q2245177) (← links)
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models (Q2304238) (← links)
- Regularized multivariate regression models with skew-\(t\) error distributions (Q2448807) (← links)
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO (Q3391213) (← links)
- (Q4969131) (← links)
- Multiple Response Regression for Gaussian Mixture Models with Known Labels (Q4969864) (← links)
- Bayesian Structure Learning in Multilayered Genomic Networks (Q4999136) (← links)
- A partial graphical model with a structural prior on the direct links between predictors and responses (Q5000397) (← links)
- On Sure Screening with Multiple Responses (Q5037785) (← links)
- Sparse Single Index Models for Multivariate Responses (Q5066421) (← links)
- An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression (Q5066446) (← links)
- Simultaneous estimation and inference for multiple response variables (Q5083454) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
- Variable screening in multivariate linear regression with high-dimensional covariates (Q5880134) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
- High-Dimensional Gaussian Graphical Regression Models with Covariates (Q6077594) (← links)
- The EAS approach to variable selection for multivariate response data in high-dimensional settings (Q6135077) (← links)
- Robust Multivariate Lasso Regression with Covariance Estimation (Q6180726) (← links)