Innovated scalable dynamic learning for time-varying graphical models

DOI10.1016/J.SPL.2020.108843zbMath1450.62053OpenAlexW3034958400MaRDI QIDQ2197611

Jia Zhou, Liwan Li, Yinfei Kong, Zemin Zheng

Publication date: 1 September 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108843

zbMATH Keywords

kernel smoothingscalabilityprecision matrix estimationtime-varying graphical models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Probabilistic graphical models (62H22)

Uses Software

• glasso

Cites Work

• Sparse inverse covariance estimation with the graphical lasso
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models
• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
• Innovated scalable efficient estimation in ultra-large Gaussian graphical models
• Estimating time-varying networks
• Time varying undirected graphs
• Fast and adaptive sparse precision matrix estimation in high dimensions
• Network exploration via the adaptive LASSO and SCAD penalties
• High-dimensional graphs and variable selection with the Lasso
• Sparse Matrix Inversion with Scaled Lasso
• Model selection and estimation in the Gaussian graphical model
• Partial Correlation Estimation by Joint Sparse Regression Models
• Joint Estimation of Multiple Graphical Models from High Dimensional Time Series
• Sparse precision matrix estimation via lasso penalized D-trace loss

This page was built for publication: Innovated scalable dynamic learning for time-varying graphical models