Parsimonious Covariance Matrix Estimation for Longitudinal Data
From MaRDI portal
Recommendations
- Bayesian analysis of covariance matrices and dynamic models for longitudinal data
- Covariance matrix selection and estimation via penalised normal likelihood
- Nonparametric estimation of large covariance matrices of longitudinal data
- Efficient estimation of covariance selection models
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
Cited in
(59)- Bayesian model determination for multivariate ordinal and binary data
- Sparsistency and rates of convergence in large covariance matrix estimation
- Nonparametric seemingly unrelated regression
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
- Efficient Bayesian regularization for graphical model selection
- Model uncertainty
- Bayesian geoadditive seemingly unrelated regression
- A class of shrinkage priors for the dependence structure in longitudinal data
- Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
- Sparse permutation invariant covariance estimation
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data
- Variable selection for market basket analysis
- Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models
- A double varying-coefficient modeling approach for analyzing longitudinal observations
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
- Implicit copulas from Bayesian regularized regression smoothers
- Predicting paleoclimate from compositional data using multivariate Gaussian process inverse prediction
- Compressed covariance estimation with automated dimension learning
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- Bayesian estimation of large precision matrix based on Cholesky decomposition
- Adaptive hierarchical priors for high-dimensional vector autoregressions
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- Estimation of the covariance matrix of random effects in longitudinal studies
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models
- Nonparametric estimation of large covariance matrices of longitudinal data
- Bayesian stochastic search for VAR model restrictions
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Joint variable selection for fixed and random effects in linear mixed-effects models
- GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances
- Bayesian model selection for logistic regression models with random intercept
- Bayesian analysis of covariance matrices and dynamic models for longitudinal data
- Covariance estimation: the GLM and regularization perspectives
- Dynamic dependence networks: financial time series forecasting and portfolio decisions
- scientific article; zbMATH DE number 7255155 (Why is no real title available?)
- scientific article; zbMATH DE number 7387627 (Why is no real title available?)
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Testing diagonality of high-dimensional covariance matrix under non-normality
- A nonparametric prior for simultaneous covariance estimation
- Sparse variational analysis of linear mixed models for large data sets
- Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
- Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
- Bayesian analysis of multivariate stochastic volatility with skew return distribution
- Robust variable selection in semiparametric mixed effects longitudinal data models
- Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion)
- Bayesian nonparametric density autoregression with lag selection
- Bayesian estimation of cluster covariance matrices of unknown form
- Short-term forecasting of the daily load curve for residential electricity usage in the smart grid
- Adaptive Shrinkage in Bayesian Vector Autoregressive Models
- Variable selection for prediction in clinical research
- Cholesky-GARCH models with applications to finance
- Regularized inverse covariance estimation for longitudinal data with informative dropout
- Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach
- Regularization in statistics
- Bayesian estimation and stochastic model specification search for dynamic survival models
- A Bayesian regression model for multivariate functional data
- Bayesian estimation of random effects models for multivariate responses of mixed data
This page was built for publication: Parsimonious Covariance Matrix Estimation for Longitudinal Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4468512)
