Integrating approximate single factor graphical models
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Cites work
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
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- An overview of the estimation of large covariance and precision matrices
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- Integrative analysis of cancer diagnosis studies with composite penalization
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- Joint estimation of multiple graphical models
- Large covariance estimation through elliptical factor models
- Learning graphical models with hubs
- Model selection and estimation in the Gaussian graphical model
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Simultaneous Clustering and Estimation of Heterogeneous Graphical Models
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparsistency and rates of convergence in large covariance matrix estimation
- Statistics for high-dimensional data. Methods, theory and applications.
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
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