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scientific article; zbMATH DE number 7008313

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7008313

Statements

scholarly article

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publication date

30 January 2019

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full work available at URL

https://arxiv.org/abs/1412.8697

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http://jmlr.csail.mit.edu/papers/v19/15-493.html

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zbMATH Keywords

graphical models

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exponential family

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high dimensional inference

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semiparametric generalized linear models

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes

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Simultaneous analysis of Lasso and Dantzig selector

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Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection

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A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix 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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Decoding by Linear Programming

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Nuisance parameter elimination for proportional likelihood ratio models with nonignorable missingness and random truncation

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Selection and estimation for mixed graphical models

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A sparse ising model with covariates

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The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes

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A SINful approach to Gaussian graphical model selection

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Multiple testing and error control in Gaussian graphical model selection

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Introduction to Graphical Modelling

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Nonconcave Penalized Likelihood With NP-Dimensionality

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Strong oracle optimality of folded concave penalized estimation

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High Dimensional Semiparametric Latent Graphical Model for Mixed Data

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I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error

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Stable graphical model estimation with random forests for discrete, continuous, and mixed variables

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Sparse inverse covariance estimation with the graphical lasso

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Joint estimation of multiple graphical models

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Estimating heterogeneous graphical models for discrete data with an application to roll call voting

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Confidence intervals for high-dimensional inverse covariance estimation

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Sparsistency and rates of convergence in large covariance matrix estimation

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Exact post-selection inference, with application to the Lasso

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Regression Analysis Under Non-standard Situations: A Pairwise Pseudolikelihood Approach

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High-dimensional semiparametric Gaussian copula graphical models

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Gaussian graphical model estimation with false discovery rate control

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A significance test for the lasso

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Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima

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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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A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

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A unified theory of confidence regions and testing for high-dimensional estimating equations

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High-dimensional semiparametric bigraphical models

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

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A likelihood ratio framework for high-dimensional semiparametric regression

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Partial Correlation Estimation by Joint Sparse Regression Models

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High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression

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High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence

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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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Likelihood-Based Selection and Sharp Parameter Estimation

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Sparse Matrix Inversion with Scaled Lasso

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Replicates in high dimensions, with applications to latent variable graphical models

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

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Graph estimation with joint additive models

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Optimal computational and statistical rates of convergence for sparse nonconvex learning problems

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A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem

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Nonconcave penalized composite conditional likelihood estimation of sparse Ising models

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

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On Graphical Models via Univariate Exponential Family Distributions

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Model selection and estimation in the Gaussian graphical model

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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Multi-stage convex relaxation for feature selection

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One-step sparse estimates in nonconcave penalized likelihood models

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4614089

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