Frequentist Model Averaging for Undirected Gaussian Graphical Models
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A model-averaging approach for high-dimensional regression
- A survey of cross-validation procedures for model selection
- A weight-relaxed model averaging approach for high-dimensional generalized linear models
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Bayesian Model Averaging: A Systematic Review and Conceptual Classification
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Bayesian model selection and model averaging
- Bayesian model-averaged regularization for Gaussian graphical models
- Combining Linear Regression Models
- Covariate-adjusted precision matrix estimation with an application in genetical genomics
- Cross-Validation of Regression Models
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- Frequentist Model Average Estimators
- Graphical models, exponential families, and variational inference
- Heuristics of instability and stabilization in model selection
- High dimensional inverse covariance matrix estimation via linear programming
- 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 4211299 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- Inference after model averaging in linear regression models
- Information Theory and Mixing Least-Squares Regressions
- Innovated scalable efficient estimation in ultra-large Gaussian graphical models
- Jackknife model averaging
- Maximum Likelihood Estimation of Misspecified Models
- Model selection and estimation in the Gaussian graphical model
- Model Selection: An Integral Part of Inference
- Network exploration via the adaptive LASSO and SCAD penalties
- On Information and Sufficiency
- On over-fitting in model selection and subsequent selection bias in performance evaluation
- Optimal rates of convergence for covariance matrix estimation
- Parsimonious Model Averaging With a Diverging Number of Parameters
- Partial correlation estimation by joint sparse regression models
- Probabilistic graphical models.
- Restricted eigenvalue properties for correlated Gaussian designs
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse estimation of conditional graphical models with application to gene networks
- Sparse inverse covariance estimation with the graphical lasso
- Sparse precision matrix estimation via lasso penalized D-trace loss
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