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scientific article; zbMATH DE number 6982959

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 6982959

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scholarly article

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zbMATH Open document ID

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publication date

22 November 2018

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full work available at URL

https://arxiv.org/abs/1512.08298

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http://jmlr.csail.mit.edu/papers/v18/17-145.html

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

graphical model selection

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nonparanormal graph

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time-varying network analysis

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hypothesis test

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regularized rank-based estimator

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Moment inequalities for U-statistics

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ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models

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Inference on Treatment Effects after Selection among High-Dimensional Controls

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A Bennett concentration inequality and its application to suprema of empirical processes

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A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

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Covariate-adjusted precision matrix estimation with an application in genetical genomics

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Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings

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Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Challenging the empirical mean and empirical variance: a deviation study

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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

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Anti-concentration and honest, adaptive confidence bands

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Gaussian approximation of suprema of empirical processes

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The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes

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First-Order Methods for Sparse Covariance Selection

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Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure

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Uniform in bandwidth consistency of kernel-type function estimators

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Nonparametric Inferences for Additive Models

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Network exploration via the adaptive LASSO and SCAD penalties

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Sparse inverse covariance estimation with the graphical lasso

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Spatial Modeling With Spatially Varying Coefficient Processes

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Non-homogeneous dynamic Bayesian networks for continuous data

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Joint estimation of multiple graphical models

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On global properties of variable bandwidth density estimators

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A Class of Statistics with Asymptotically Normal Distribution

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Confidence intervals for high-dimensional inverse covariance estimation

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Honest confidence regions and optimality in high-dimensional precision matrix estimation

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Progress in data-based bandwidth selection for kernel density estimation

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Estimating networks with jumps

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Estimating time-varying networks

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Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.

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Sparsistency and rates of convergence in large covariance matrix estimation

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Convergence of estimates under dimensionality restrictions

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Exact post-selection inference, with application to the Lasso

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Sparse Estimation of Conditional Graphical Models With Application to Gene Networks

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TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models

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High-dimensional semiparametric Gaussian copula graphical models

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An estimate on the supremum of a nice class of stochastic integrals and U-statistics

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Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design

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High-dimensional graphs and variable selection with the Lasso

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Node-Based Learning of Multiple Gaussian Graphical Models

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Variable bandwidth kernel estimators of regression curves

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A general theory of hypothesis tests and confidence regions for sparse high dimensional models

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U-processes: Rates of convergence

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Fitting a bivariate additive model by local polynomial regression

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Joint Estimation of Multiple Graphical Models from High Dimensional Time Series

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Asymptotic normality and optimalities in estimation of large Gaussian graphical models

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Sparse permutation invariant covariance estimation

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An Effective Bandwidth Selector for Local Least Squares Regression

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Approximation Theorems of Mathematical Statistics

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Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series

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Introduction to nonparametric estimation

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High-dimensional generalized linear models and the lasso

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On asymptotically optimal confidence regions and tests for high-dimensional models

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Weak convergence and empirical processes. With applications to statistics

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Berry-Esseen bounds for estimating undirected graphs

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Regularized rank-based estimation of high-dimensional nonparanormal graphical models

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Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization

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Model selection and estimation in the Gaussian graphical model

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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Calibrated Precision Matrix Estimation for High-Dimensional Elliptical Distributions

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Time varying undirected graphs

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Mathematics(1 entry)

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