Estimating sparse networks with hubs
DOI10.1016/J.JMVA.2020.104655zbMath1454.62181arXiv1904.09394OpenAlexW3041970402MaRDI QIDQ2196140
Abbas Khalili, David A. Stephens, Annaliza McGillivray
Publication date: 28 August 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.09394
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Gaussian processes (60G15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Probabilistic graphical models (62H22)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sparse inverse covariance estimation with the graphical lasso
- The Adaptive Lasso and Its Oracle Properties
- Sparsistency and rates of convergence in large covariance matrix estimation
- Sparse permutation invariant covariance estimation
- Network exploration via the adaptive LASSO and SCAD penalties
- Regularized estimation of large covariance matrices
- High-dimensional graphs and variable selection with the Lasso
- Node-Based Learning of Multiple Gaussian Graphical Models
- Hub Discovery in Partial Correlation Graphs
- Emergence of Scaling in Random Networks
- Model selection and estimation in the Gaussian graphical model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Likelihood-Based Selection and Sharp Parameter Estimation
- An overview of the estimation of large covariance and precision matrices
- Large Covariance Estimation for Compositional Data Via Composition-Adjusted Thresholding
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
This page was built for publication: Estimating sparse networks with hubs
