Continuously indexed graphical models

DOI10.1093/JRSSSB/QKAE086MaRDI QIDQ6911623zbMATH OpenFDO

Authors Kartik G. Waghmare, Victor M. Panaretos

Publication date 24 October 2025

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAE086

zbMATH Keywords

conditional independenceGaussian processesgraphical modelsreproducing kernels

Mathematics Subject Classification ID

Statistics (62-XX) Probabilistic graphical models (62H22) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and spectral analysis (62M15) Functional data analysis (62R10)

Cites work

• A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI
• An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
• An introduction to the theory of reproducing kernel Hilbert spaces
• Analysis of Financial Time Series
• Brownian Motion with a Several-Dimensional Time
• Conditional Functional Graphical Models
• Doubly functional graphical models in high dimensions
• Functional Graphical Models
• Functional prediction of intraday cumulative returns
• Gaussian graphical modeling for spectrometric data analysis
• Gaussian Markov Random Fields
• Graphical Markov models for infinitely many variables
• Graphical modeling of stochastic processes driven by correlated noise
• Graphical models in time series analysis (Thesis 1999)
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• High-dimensional graphs and variable selection with the Lasso
• scientific article; zbMATH DE number 424625 (Why is no real title available?)
• scientific article; zbMATH DE number 3785894 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 3362768 (Why is no real title available?)
• Joint Measures and Cross-Covariance Operators
• Markov fields and log-linear interaction models for contingency tables
• Monitoring the intraday volatility pattern
• Operator Theory
• Separoids: a mathematical framework for conditional independence and irrelevance
• Sparse permutation invariant covariance estimation
• Stability selection. With discussion and authors' reply
• The completion of covariance kernels
• The operator theory of the pseudo-inverse. I: Bounded operators, II: Unbounded operators with arbitrary range
• Theoretical foundations of functional data analysis, with an introduction to linear operators
• Theory of Reproducing Kernels
• Theory of reproducing kernels and applications
• Weakly dependent functional data

Cited in

(1)

• The functional graphical lasso

This page was built for publication: Continuously indexed graphical models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6911623)