Integrating additional knowledge into the estimation of graphical models
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Cites work
- A permutation approach for selecting the penalty parameter in penalized model selection
- A practical scheme and fast algorithm to tune the Lasso with optimality guarantees
- A survey of cross-validation procedures for model selection
- A Theorem about Random Fields
- Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
- Confidence intervals for high-dimensional inverse covariance estimation
- Emergence of Scaling in Random Networks
- High-dimensional graphs and variable selection with the Lasso
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- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- On the conditions used to prove oracle results for the Lasso
- On the prediction performance of the Lasso
- Oracle inequalities for high-dimensional prediction
- Prediction error bounds for linear regression with the TREX
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Sparse inverse covariance estimation with the graphical lasso
- Stability
- Statistics for high-dimensional data. Methods, theory and applications.
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian Lasso
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