Covariance estimation via sparse Kronecker structures
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Publication:1750103
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Cites work
- Adaptive thresholding for sparse covariance matrix estimation
- Bayesian factorizations of big sparse tensors
- Convergence of quadratic forms with nonvanishing diagonal
- Covariance regularization by thresholding
- Gemini: graph estimation with matrix variate normal instances
- Generalized thresholding of large covariance matrices
- scientific article; zbMATH DE number 1391247 (Why is no real title available?)
- Model selection and estimation in the Gaussian graphical model
- Model selection and estimation in the matrix normal graphical model
- Models with a Kronecker product covariance structure: estimation and testing
- On dimension folding of matrix- or array-valued statistical objects
- On moderate deviations for martingales
- Positive definite estimators of large covariance matrices
- Positive-definite _1-penalized estimation of large covariance matrices
- Regularized estimation of large covariance matrices
- Separable covariance arrays via the Tucker product, with applications to multivariate relational data
- Sparse estimation of a covariance matrix
- Sparse estimation of high-dimensional correlation matrices
- Sparse Matrix Graphical Models
- Sparse permutation invariant covariance estimation
- Tensor Decompositions and Applications
- Tensor Regression with Applications in Neuroimaging Data Analysis
- Tests for high-dimensional covariance matrices
- The Adaptive Lasso and Its Oracle Properties
- Transposable regularized covariance models with an application to missing data imputation
Cited in
(24)- Asymptotic properties on high-dimensional multivariate regression M-estimation
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
- New challenges in covariance estimation: multiple structures and coarse quantization
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
- Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
- Compressed covariance estimation with automated dimension learning
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
- Estimating MIMO channel covariances from training data under the Kronecker model
- Kronecker-structured covariance models for multiway data
- Array variate random variables with multiway Kronecker delta covariance matrix structure
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
- More on the Kronecker structured covariance matrix
- Multi-reference factor analysis: low-rank covariance estimation under unknown translations
- On the Covariance Completion Problem Under a Circulant Structure
- A proximal distance algorithm for likelihood-based sparse covariance estimation
- Statistical inference on the significance of rows and columns for matrix-valued data in an additive model
- Robust tests for scatter separability beyond Gaussianity
- Sliced average variance estimation for tensor data
- Testing Kronecker product covariance matrices for high-dimensional matrix-variate data
- Projection-based estimators for matrix/tensor-valued data
- Partial Quantile Tensor Regression
- Statistical inference for matrix-vector linear regression without debiasing under Kronecker covariance structure
- Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
- Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation
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