Model selection and estimation in the Gaussian graphical model

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Cited in

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Covariance regularization by thresholding
Regularized parameter estimation of high dimensional distribution
On the distribution of the adaptive LASSO estimator
Sparsistency and rates of convergence in large covariance matrix estimation
Updating of the Gaussian graphical model through targeted penalized estimation
Graph selection with GGMselect
A general algorithm for covariance modeling of discrete data
Selection by partitioning the solution paths
Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
Confidence intervals for high-dimensional inverse covariance estimation
On generating random Gaussian graphical models
Estimation of high-dimensional graphical models using regularized score matching
Tuning-free heterogeneous inference in massive networks
Asymptotic normality and optimalities in estimation of large Gaussian graphical models
Honest confidence regions and optimality in high-dimensional precision matrix estimation
Gaussian graphical model estimation with false discovery rate control
Edge detection in sparse Gaussian graphical models
A general family of trimmed estimators for robust high-dimensional data analysis
Nonparametric Bayesian learning of heterogeneous dynamic transcription factor networks
A joint convex penalty for inverse covariance matrix estimation
The cluster graphical Lasso for improved estimation of Gaussian graphical models
Adjusted regularization in latent graphical models: application to multiple-neuron spike count data
Adjusted regularization of cortical covariance
Recent developments in high dimensional covariance estimation and its related issues, a review
High dimensional Gaussian copula graphical model with FDR control
High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood
Ridge estimation of inverse covariance matrices from high-dimensional data
Robust estimation of precision matrices under cellwise contamination
Joint estimation of multiple Gaussian graphical models across unbalanced classes
Estimating large covariance matrix with network topology for high-dimensional biomedical data
Confidence regions for entries of a large precision matrix
A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models
Inferring large graphs using \(\ell_1\)-penalized likelihood
Heterogeneity adjustment with applications to graphical model inference
Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer
Efficient Bayesian regularization for graphical model selection
A multiple testing approach to the regularisation of large sample correlation matrices
Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
Covariance estimation via sparse Kronecker structures
Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
Monitoring the covariance matrix with fewer observations than variables
Fitting very large sparse Gaussian graphical models
Adaptive covariance matrix estimation through block thresholding
High-dimensional semiparametric Gaussian copula graphical models
Estimating networks with jumps
The graphical lasso: new insights and alternatives
Bootstrap inference for network construction with an application to a breast cancer microarray study
Sparse permutation invariant covariance estimation
Estimation of Gaussian graphs by model selection
Inferring sparse Gaussian graphical models with latent structure
Online data processing: comparison of Bayesian regularized particle filters
Penalized model-based clustering with unconstrained covariance matrices
Adaptive estimation of covariance matrices via Cholesky decomposition
High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
Learning latent variable Gaussian graphical model for biomolecular network with low sample complexity
Bayesian Lasso with neighborhood regression method for Gaussian graphical model
Bayesian structure learning in graphical models
Network modeling in biology: statistical methods for gene and brain networks
Bayesian inference for high-dimensional decomposable graphs
Confidence graphs for graphical model selection
Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints
High dimensional change point inference: recent developments and extensions
Scale calibration for high-dimensional robust regression
Reproducible learning in large-scale graphical models
Feature selection for data integration with mixed multiview data
Estimating heterogeneous gene regulatory networks from zero-inflated single-cell expression data
Phylogenetically informed Bayesian truncated copula graphical models for microbial association networks
NetDA: an R package for network-based discriminant analysis subject to multilabel classes
Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
Nonparametric and high-dimensional functional graphical models
On skewed Gaussian graphical models
Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems
Detection of hubs in complex networks by the Laplacian matrix
A new double-regularized regression using Liu and Lasso regularization
An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units
A generative approach to modeling data with quantitative and qualitative responses
Estimating finite mixtures of ordinal graphical models
Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations
Bayesian inference of clustering and multiple Gaussian graphical models selection
Bayesian graphical models for modern biological applications
Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
De-noising analysis of noisy data under mixed graphical models
A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors
Differential network inference via the fused D-trace loss with cross variables
Uniform joint screening for ultra-high dimensional graphical models
Estimating sparse networks with hubs
Robust inference with knockoffs
Innovated scalable dynamic learning for time-varying graphical models
A two-step method for estimating high-dimensional Gaussian graphical models
Certifiably optimal sparse inverse covariance estimation
Sparse directed acyclic graphs incorporating the covariates
The conditional censored graphical Lasso estimator
Capturing between-tasks covariance and similarities using multivariate linear mixed models
Bayesian graph selection consistency under model misspecification
Adaptive estimation in structured factor models with applications to overlapping clustering
Minimax estimation of large precision matrices with bandable Cholesky factor

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