High dimensional inverse covariance matrix estimation via linear programming
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Cited in
(only showing first 100 items - show all)- Confidence intervals for high-dimensional inverse covariance estimation
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation
- Tuning-free heterogeneous inference in massive networks
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Honest confidence regions and optimality in high-dimensional precision matrix estimation
- Gaussian graphical model estimation with false discovery rate control
- Edge detection in sparse Gaussian graphical models
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
- A joint convex penalty for inverse covariance matrix estimation
- Recent developments in high dimensional covariance estimation and its related issues, a review
- High dimensional Gaussian copula graphical model with FDR control
- Estimating large covariance matrix with network topology for high-dimensional biomedical data
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
- Heterogeneity adjustment with applications to graphical model inference
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- Adaptive covariance matrix estimation through block thresholding
- High-dimensional semiparametric Gaussian copula graphical models
- High dimensional sparse covariance estimation via directed acyclic graphs
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- Optimal rates of convergence for estimating Toeplitz covariance matrices
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models
- Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints
- Estimating high-dimensional covariance and precision matrices under general missing dependence
- On skewed Gaussian graphical models
- Doubly debiased Lasso: high-dimensional inference under hidden confounding
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- Uniform joint screening for ultra-high dimensional graphical models
- Certifiably optimal sparse inverse covariance estimation
- Minimax estimation of large precision matrices with bandable Cholesky factor
- Estimation and inference for precision matrices of nonstationary time series
- Gemini: graph estimation with matrix variate normal instances
- Fast and adaptive sparse precision matrix estimation in high dimensions
- Quasi-Bayesian estimation of large Gaussian graphical models
- Efficient computation for differential network analysis with applications to quadratic discriminant analysis
- Robust regression via mutivariate regression depth
- Ultrahigh dimensional precision matrix estimation via refitted cross validation
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations
- Estimation of positive definite M-matrices and structure learning for attractive Gaussian Markov random fields
- Optimal estimation and rank detection for sparse spiked covariance matrices
- An efficiency upper bound for inverse covariance estimation
- Innovated interaction screening for high-dimensional nonlinear classification
- Self-learning \(K\)-means clustering: a global optimization approach
- Robust sparse Gaussian graphical modeling
- Large covariance estimation through elliptical factor models
- Inference for elliptical copula multivariate response regression models
- D-trace estimation of a precision matrix using adaptive lasso penalties
- Covariance and precision matrix estimation for high-dimensional time series
- Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
- Precision matrix estimation using penalized generalized Sylvester matrix equation
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- A well-conditioned and sparse estimation of covariance and inverse covariance matrices using a joint penalty
- Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation
- An approach to precision matrix estimation based on L₁ norm minimization
- Joint estimation of precision matrices in heterogeneous populations
- On estimation of the diagonal elements of a sparse precision matrix
- Discriminant analysis on high dimensional Gaussian copula model
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
- Localizing differentially evolving covariance structures via scan statistics
- Efficient Adaptive MCMC Through Precision Estimation
- A sparse Ising model with covariates
- Model selection and estimation in the matrix normal graphical model
- Post-regularization inference for time-varying nonparanormal graphical models
- Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
- Large-scale sparse inverse covariance matrix estimation
- On semiparametric exponential family graphical models
- High-dimensional inference for cluster-based graphical models
- Simultaneous inference for pairwise graphical models with generalized score matching
- Inter-subject analysis: a partial Gaussian graphical model approach
- scientific article; zbMATH DE number 7376767 (Why is no real title available?)
- Fast algorithms for sparse inverse covariance estimation
- Hypothesis Testing for Network Data with Power Enhancement
- Scalable inference for high-dimensional precision matrix
- Structured sparse support vector machine with ordered features
- A Greedy Algorithm for Sparse Precision Matrix Approximation
- D-trace estimation of a precision matrix with eigenvalue control
- Covariance-engaged classification of sets via linear programming
- An improved modified cholesky decomposition approach for precision matrix estimation
- Graph-guided banding of the covariance matrix
- Pivotal Estimation in High-Dimensional Regression via Linear Programming
- Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
- Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
- High-dimensional covariance estimation based on Gaussian graphical models
- A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models
- Correlation structure selection for longitudinal data with diverging cluster size
- Plug in estimation in high dimensional linear inverse problems a rigorous analysis
- Structured sparsity through convex optimization
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares
- Variable selection for high‐dimensional generalized linear model with block‐missing data
- Generalized linear models with structured sparsity estimators
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix
- A 2-stage elastic net algorithm for estimation of sparse networks with heavy-tailed data
- Frequentist Model Averaging for Undirected Gaussian Graphical Models
- Structure learning of exponential family graphical model with false discovery rate control
- An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso
- A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
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