Inferring Independent Sets of Gaussian Variables after Thresholding Correlations
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Cites work
- A SINful approach to Gaussian graphical model selection
- Adaptive covariance matrix estimation through block thresholding
- Asymptotics of selective inference
- Classification and clustering of sequencing data using a Poisson model
- Covariance regularization by thresholding
- Exact post-selection inference for the generalized Lasso path
- Exact post-selection inference, with application to the Lasso
- Generalized thresholding of large covariance matrices
- High-dimensional semiparametric Gaussian copula graphical models
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- Positive definite estimators of large covariance matrices
- Positive-definite _1-penalized estimation of large covariance matrices
- Post-selection inference for _1-penalized likelihood models
- Post‐selection inference for changepoint detection algorithms with application to copy number variation data
- Selective inference for clustering with unknown variance
- Selective Inference for Hierarchical Clustering
- Selective inference with unknown variance via the square-root Lasso
- Sparse estimation of a covariance matrix
- Sparsistency and rates of convergence in large covariance matrix estimation
- Testing for a change in mean after changepoint detection
- The huge Package for High-dimensional Undirected Graph Estimation in R
- Two algorithms for constructing a Delaunay triangulation
- Uniform asymptotic inference and the bootstrap after model selection
- Valid Inference Corrected for Outlier Removal
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