Ensemble sparse estimation of covariance structure for exploring genetic disease data
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Cites work
- A Cholesky-based estimation for large-dimensional covariance matrices
- A new approach to Cholesky-based covariance regularization in high dimensions
- A well-conditioned estimator for large-dimensional covariance matrices
- Best permutation analysis
- Cholesky-based model averaging for covariance matrix estimation
- Cholesky-GARCH models with applications to finance
- Covariance matrix selection and estimation via penalised normal likelihood
- Covariance regularization by thresholding
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Estimation of covariance matrix via the sparse Cholesky factor with lasso
- Generalized thresholding of large covariance matrices
- High-dimensional covariance estimation based on Gaussian graphical models
- scientific article; zbMATH DE number 3549966 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Joint estimation of multiple graphical models
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Model selection and estimation in the Gaussian graphical model
- Positive-definite _1-penalized estimation of large covariance matrices
- Regularized estimation of large covariance matrices
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
- Sparse permutation invariant covariance estimation
- Sparsistency and rates of convergence in large covariance matrix estimation
- Spectral analysis of large dimensional random matrices
Cited in
(10)- Estimating large covariance matrix with network topology for high-dimensional biomedical data
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data
- Integrative sparse \(K\)-means with overlapping group Lasso in genomic applications for disease subtype discovery
- Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies
- Large covariance estimation for compositional data via composition-adjusted thresholding
- An improved banded estimation for large covariance matrix
- A novel robust estimation for high-dimensional precision matrices
- On block Cholesky decomposition for sparse inverse covariance estimation
- Weighted average ensemble for Cholesky-based covariance matrix estimation
- Of mice and men: sparse statistical modeling in cardiovascular genomics
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