Predictor-assisted nonparametric graphical models with multivariate error-prone data
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- Consistency of random forests
- Consistency of random forests and other averaging classifiers
- De-noising analysis of noisy data under mixed graphical models
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- Feature screening via distance correlation learning
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- scientific article; zbMATH DE number 1739748 (Why is no real title available?)
- scientific article; zbMATH DE number 1086070 (Why is no real title available?)
- Joint estimation of sparse multivariate regression and conditional graphical models
- Measurement Error in Nonlinear Models
- Measuring and testing dependence by correlation of distances
- Predictive Variable Selection for the Multivariate Linear Model
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- Sparse inverse covariance estimation with the graphical lasso
- Variable selection in multivariate regression models with measurement error in covariates
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