Asymptotic normality and optimalities in estimation of large Gaussian graphical models

DOI10.1214/14-aos1286zbMath1328.62342arXiv1309.6024MaRDI QIDQ152845

Zhao Ren, Tingni Sun, Cun-Hui Zhang, Harrison H. Zhou, Tingni Sun, Zhao Ren, Cun-Hui Zhang, Harrison H. Zhou

Publication date: 1 June 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.6024

zbMATH Keywords

asymptotic efficiencycovariance matrixminimax lower boundinferenceoptimal rate of convergencesparsityspectral normgraphical modelprecision matrixlatent graphical modelscaled lasso

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Nonparametric statistical resampling methods (62G09)

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Uses Software

• glasso
• FASTCLIME

Cites Work

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