Innovated scalable efficient inference for ultra-large graphical models
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Cites work
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- Bootstrapping Lasso estimators
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for high-dimensional inverse covariance estimation
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- Honest confidence regions and optimality in high-dimensional precision matrix estimation
- Innovated scalable efficient estimation in ultra-large Gaussian graphical models
- Network exploration via the adaptive LASSO and SCAD penalties
- Partial correlation estimation by joint sparse regression models
- Scaled sparse linear regression
- Sparse inverse covariance estimation with the graphical lasso
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Variable selection for sparse Dirichlet-multinomial regression with an application to microbiome data analysis
- \(p\)-values for high-dimensional regression
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