Uniform joint screening for ultra-high dimensional graphical models
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Publication:2196128
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Cites work
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
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- Graphical models, exponential families, and variational inference
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- High dimensional ordinary least squares projection for screening variables
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- High-dimensional graphs and variable selection with the Lasso
- Innovated scalable efficient estimation in ultra-large Gaussian graphical models
- Joint estimation of multiple graphical models
- Model selection and estimation in the Gaussian graphical model
- Network exploration via the adaptive LASSO and SCAD penalties
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Partial correlation estimation by joint sparse regression models
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Robust rank correlation based screening
- Sparse inverse covariance estimation with the graphical lasso
- Sparse matrix inversion with scaled Lasso
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
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