Publication:3096116
From MaRDI portal
zbMath1225.68149MaRDI QIDQ3096116
No author found.
Publication date: 8 November 2011
Full work available at URL: http://www.jmlr.org/papers/v9/banerjee08a.html
convex optimization; maximum likelihood estimation; model selection; binary data; Gaussian graphical model
62H30: Classification and discrimination; cluster analysis (statistical aspects)
68T05: Learning and adaptive systems in artificial intelligence
Related Items
Unnamed Item, Fused Multiple Graphical Lasso, Empirical comparison study of approximate methods for structure selection in binary graphical models, A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models, A focused information criterion for graphical models, Introduction to the special issue on sparsity and regularization methods, Sparse nonparametric graphical models, Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation, A sparse conditional Gaussian graphical model for analysis of genetical genomics data, Missing values: sparse inverse covariance estimation and an extension to sparse regression, A focused information criterion for graphical models in fMRI connectivity with high-dimensional data, Scaling it up: stochastic search structure learning in graphical models, Gaussian and robust Kronecker product covariance estimation: existence and uniqueness, An inexact successive quadratic approximation method for L-1 regularized optimization, On estimation of the diagonal elements of a sparse precision matrix, Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks, Sparse factor model for co-expression networks with an application using prior biological knowledge, Multivariate Bernoulli distribution, Fast alternating linearization methods for minimizing the sum of two convex functions, High-dimensional covariance matrix estimation with missing observations, Learning a factor model via regularized PCA, Model selection and estimation in the matrix normal graphical model, Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood, Covariance estimation: the GLM and regularization perspectives, Estimation of high-dimensional partially-observed discrete Markov random fields, On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator, Individual-specific, sparse inverse covariance estimation in generalized estimating equations, The convergence rate of the proximal alternating direction method of multipliers with indefinite proximal regularization, An extragradient-based alternating direction method for convex minimization, Approximation accuracy, gradient methods, and error bound for structured convex optimization, An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection, Inferring multiple graphical structures, Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions, Modeling item-item similarities for personalized recommendations on Yahoo! front page, Numerical methods for \(A\)-optimal designs with a sparsity constraint for ill-posed inverse problems, Regularized rank-based estimation of high-dimensional nonparanormal graphical models, Estimating heterogeneous graphical models for discrete data with an application to roll call voting, Computational implications of reducing data to sufficient statistics, High dimensional posterior convergence rates for decomposable graphical models, High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression, Least angle and \(\ell _{1}\) penalized regression: a review, Estimating time-varying networks, Sparse and low-rank matrix regularization for learning time-varying Markov networks, A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models, Inferring large graphs using \(\ell_1\)-penalized likelihood, Variable selection in multivariate linear models with high-dimensional covariance matrix estimation, High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination, Fitting very large sparse Gaussian graphical models, Adaptive covariance matrix estimation through block thresholding, High-dimensional semiparametric Gaussian copula graphical models, Estimating networks with jumps, The graphical lasso: new insights and alternatives, Estimation of Gaussian graphs by model selection, Inferring sparse Gaussian graphical models with latent structure, High dimensional sparse covariance estimation via directed acyclic graphs, Adaptive estimation of covariance matrices via Cholesky decomposition, Time varying undirected graphs, Bayesian Lasso with neighborhood regression method for Gaussian graphical model, Bayesian structure learning in graphical models, Gemini: graph estimation with matrix variate normal instances, Alternating direction method for covariance selection models, Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields, Linear estimating equations for exponential families with application to Gaussian linear concentration models, Statistical paleoclimate reconstructions via Markov random fields, Rank-one and sparse matrix decomposition for dynamic MRI, A note on the lack of symmetry in the graphical lasso, Causal statistical inference in high dimensions, Alternating proximal gradient method for convex minimization, Node-structured integrative Gaussian graphical model guided by pathway information, Covariance and precision matrix estimation for high-dimensional time series, Structure estimation for discrete graphical models: generalized covariance matrices and their inverses, Block Coordinate Descent Methods for Semidefinite Programming, A Gaussian graphical model approach to climate networks, A Multilevel Framework for Sparse Optimization with Application to Inverse Covariance Estimation and Logistic Regression, Objective Bayesian Search of Gaussian Directed Acyclic Graphical Models for Ordered Variables with Non‐Local Priors, Tests for mean vectors in high dimension, Covariance-Regularized Regression and Classification for high Dimensional Problems, Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation, Graphical Models and Message-Passing Algorithms: Some Introductory Lectures
Uses Software
