Pages that link to "Item:Q449843"

The following pages link to Covariance estimation: the GLM and regularization perspectives (Q449843):

Displaying 40 items.

• Model selection in linear mixed models (Q252741) (← links)
• A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
• The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
• A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
• Prediction in abundant high-dimensional linear regression (Q391850) (← links)
• Learning a factor model via regularized PCA (Q399883) (← links)
• On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922) (← links)
• Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
• Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
• Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix (Q893976) (← links)
• Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
• Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm (Q1623713) (← links)
• Estimating large correlation matrices for international migration (Q1624816) (← links)
• Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• Power-law partial correlation network models (Q1786580) (← links)
• Invariant tests for functional data with application to an earthquake impact study (Q2078568) (← links)
• Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
• Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
• A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters (Q2147573) (← links)
• Improving sequential latent variable models with autoregressive flows (Q2163209) (← links)
• Nested covariance functions on graphs with Euclidean edges cross time (Q2168083) (← links)
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
• Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• Modeling of the ARMA random effects covariance matrix in logistic random effects models (Q2324306) (← links)
• Model-based clustering with sparse covariance matrices (Q2329799) (← links)
• Some recent work on multivariate Gaussian Markov random fields (Q2414872) (← links)
• A marginalized multilevel model for bivariate longitudinal binary data (Q2423181) (← links)
• Regularized multivariate regression models with skew-\(t\) error distributions (Q2448807) (← links)
• Kronecker-structured covariance models for multiway data (Q2678238) (← links)
• Selection of the Regularization Parameter in Graphical Models Using Network Characteristics (Q3391115) (← links)
• Efficient Adaptive MCMC Through Precision Estimation (Q3391170) (← links)
• Predictive Coding, Variational Autoencoders, and Biological Connections (Q5037129) (← links)
• Change points in heavy‐tailed multivariate time series: Methods using precision matrices (Q5213968) (← links)
• Localized ensemble Kalman inversion (Q6042934) (← links)
• Covariance prediction via convex optimization (Q6050386) (← links)
• On unifying randomized methods for inverse problems (Q6162746) (← links)
• Precision matrix estimation under the horseshoe-like prior-penalty dual (Q6200870) (← links)
• Non-parametric measure approximations for constrained multi-objective optimisation under uncertainty (Q6499894) (← links)