Covariance structure approximation via gLasso in high-dimensional supervised classification
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Cites work
- Asymptotic properties of the EPMC for modified linear discriminant analysis when sample size and dimension are both large
- Comparison of Discrimination Methods for High Dimensional Data
- First-Order Methods for Sparse Covariance Selection
- High dimensional sparse covariance estimation via directed acyclic graphs
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- Higher criticism thresholding: Optimal feature selection when useful features are rare and weak
- scientific article; zbMATH DE number 2118472 (Why is no real title available?)
- Moments of linear discriminant functions and an asymptotic confidence interval for the log odds ratio
- Regularized linear discriminant analysis and its application in microarrays
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- The Burbea-Rao and Bhattacharyya Centroids
Cited in
(11)- Bayesian block-diagonal predictive classifier for Gaussian data
- Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure
- Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
- Goodness-of-fit tests based on sup-functionals of weighted empirical processes
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Classification of higher-order data with separable covariance and structured multiplicative or additive mean models
- Testing block‐diagonal covariance structure for high‐dimensional data
- Block-diagonal test for high-dimensional covariance matrices
- High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
- Cluster Gelnet for estimating Gaussian graphical models with multi-level conditional correlations and block structures
- Beyond regularization: inherently sparse principal component analysis
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