Pages that link to "Item:Q5965313"

The following pages link to Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313):

Displaying 50 items.

• Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
• Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
• Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
• Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606) (← links)
• Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← links)
• Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
• Video denoising via empirical Bayesian estimation of space-time patches (Q1701995) (← links)
• Testing independence with high-dimensional correlated samples (Q1750290) (← links)
• Likelihood-free inference in high dimensions with synthetic likelihood (Q1796957) (← links)
• Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
• Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• Bayesian inference for high-dimensional decomposable graphs (Q2044345) (← links)
• High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
• Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
• Thin-shell theory for rotationally invariant random simplices (Q2076658) (← links)
• Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures (Q2101407) (← links)
• Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
• Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
• Joint estimation of heterogeneous exponential Markov random fields through an approximate likelihood inference (Q2189113) (← links)
• High dimensional classification for spatially dependent data with application to neuroimaging (Q2209817) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
• Principal regression for high dimensional covariance matrices (Q2233571) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations (Q2322678) (← links)
• Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
• Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
• An integrated precision matrix estimation for multivariate regression problems (Q2676914) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
• Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs (Q5027037) (← links)
• Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health (Q5037830) (← links)
• (Q5149262) (← links)
• Singular vector distribution of sample covariance matrices (Q5203898) (← links)
• Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
• Learning Gaussian graphical models with latent confounders (Q6051077) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
• Cross-Trait Prediction Accuracy of Summary Statistics in Genome-Wide Association Studies (Q6079774) (← links)
• Regression trees and ensemble for multivariate outcomes (Q6102203) (← links)
• Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior (Q6121981) (← links)
• Bayesian modeling of interaction between features in sparse multivariate count data with application to microbiome study (Q6138478) (← links)
• Euclidean Representation of Low-Rank Matrices and Its Geometric Properties (Q6166054) (← links)
• Robust tests for scatter separability beyond Gaussianity (Q6166907) (← links)
• A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity (Q6173730) (← links)
• Polynomial whitening for high-dimensional data (Q6178887) (← links)
• Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)