Heterogeneity adjustment with applications to graphical model inference
From MaRDI portal
Publication:1711558
DOI10.1214/18-EJS1466zbMath1409.62124arXiv1602.05455OpenAlexW2964288039WikidataQ91014828 ScholiaQ91014828MaRDI QIDQ1711558
Ziwei Zhu, Han Liu, Wei-Chen Wang, Jianqing Fan
Publication date: 18 January 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.05455
principal component analysismultiple sourcingbatch effectbrain image networksemiparametric factor model
Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Image analysis in multivariate analysis (62H35)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adjusting batch effects in microarray expression data using empirical Bayes methods
- Sparse inverse covariance estimation with the graphical lasso
- Factor modeling for high-dimensional time series: inference for the number of factors
- Asymptotics of the principal components estimator of large factor models with weakly influential factors
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- A tail inequality for quadratic forms of subgaussian random vectors
- Hanson-Wright inequality and sub-Gaussian concentration
- Estimating heterogeneous graphical models for discrete data with an application to roll call voting
- Estimation of functionals of sparse covariance matrices
- Sparsistency and rates of convergence in large covariance matrix estimation
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- Principal components estimation and identification of static factors
- Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
- Sparse PCA: optimal rates and adaptive estimation
- High-dimensional graphs and variable selection with the Lasso
- Eigenvalue Ratio Test for the Number of Factors
- Efficient Semiparametric Estimation of the Fama-French Model and Extensions
- A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
- A Linear Mixed-Effects Model With Heterogeneity in the Random-Effects Population
- Joint estimation of multiple graphical models
- Model selection and estimation in the Gaussian graphical model
- Forecasting Using Principal Components From a Large Number of Predictors
- Likelihood-Based Selection and Sharp Parameter Estimation
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- On Consistency and Sparsity for Principal Components Analysis in High Dimensions
- Fused Multiple Graphical Lasso
- Covariate-adjusted precision matrix estimation with an application in genetical genomics
- Inferential Theory for Factor Models of Large Dimensions
- Determining the Number of Factors in Approximate Factor Models
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements
- Projected principal component analysis in factor models