Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
From MaRDI portal
(Redirected from Publication:3096116)
Recommendations
Cited in
(only showing first 100 items - show all)- Graphical Models and Message-Passing Algorithms: Some Introductory Lectures
- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- Estimating time-varying networks
- Nonparametric augmented probability weighting with sparsity
- Learning a factor model via regularized PCA
- Sparse precision matrices for minimum variance portfolios
- Introduction to the special issue on sparsity and regularization methods
- Robust generalized canonical correlation analysis based on scatter matrices
- Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation
- Sparse graphical modelling for global minimum variance portfolio
- Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
- High-dimensional semiparametric Gaussian copula graphical models
- Inferring sparse Gaussian graphical models with latent structure
- Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
- Covariance estimation: the GLM and regularization perspectives
- Edge selection for undirected graphs
- High-dimensional consistency in score-based and hybrid structure learning
- Total positivity in multivariate extremes
- Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications
- Ridge estimation of inverse covariance matrices from high-dimensional data
- Approximation accuracy, gradient methods, and error bound for structured convex optimization
- scientific article; zbMATH DE number 7626789 (Why is no real title available?)
- Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
- Node-structured integrative Gaussian graphical model guided by pathway information
- High dimensional sparse covariance estimation via directed acyclic graphs
- Bayesian inference of clustering and multiple Gaussian graphical models selection
- Exact recovery in the Ising blockmodel
- Causal statistical inference in high dimensions
- Numerical methods for A-optimal designs with a sparsity constraint for ill-posed inverse problems
- Large-Scale Two-Sample Comparison of Support Sets
- Scaling it up: stochastic search structure learning in graphical models
- Multiple Response Regression for Gaussian Mixture Models with Known Labels
- Understanding large text corpora via sparse machine learning
- A Gaussian noise model based algorithm to construct Markov networks
- A global approach for learning sparse Ising models
- scientific article; zbMATH DE number 7306910 (Why is no real title available?)
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- A general family of trimmed estimators for robust high-dimensional data analysis
- A multilevel framework for sparse optimization with application to inverse covariance estimation and logistic regression
- Limit theorems for the bipartite Potts model
- AMP chain graphs: minimal separators and structure learning algorithms
- Covariance-regularized regression and classification for high dimensional problems
- Variable selection for high‐dimensional generalized linear model with block‐missing data
- Maximum likelihood for Gaussians on graphs
- Loss-guided stability selection
- Anderson Accelerated Douglas--Rachford Splitting
- Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
- The cluster graphical Lasso for improved estimation of Gaussian graphical models
- Adjusted regularization of cortical covariance
- Estimating Time-Varying Graphical Models
- A focused information criterion for graphical models
- Estimating large covariance matrix with network topology for high-dimensional biomedical data
- Fitting very large sparse Gaussian graphical models
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Estimation of Gaussian graphs by model selection
- Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
- Time varying undirected graphs
- High-dimensional covariance matrix estimation
- Incorporating grouping information into Bayesian Gaussian graphical model selection
- Monitoring the covariance matrix with fewer observations than variables
- Stochastic accelerated alternating direction method of multipliers with importance sampling
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
- Sparse linear identifiable multivariate modeling
- Fast algorithms for sparse inverse covariance estimation
- Estimation of undirected graph with finite mixture of nonparanormal distribution
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
- Bayesian graphical models for modern biological applications
- Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation
- A two-step method for estimating high-dimensional Gaussian graphical models
- Empirical comparison study of approximate methods for structure selection in binary graphical models
- Gemini: graph estimation with matrix variate normal instances
- Simultaneous estimation of nongaussian components and their correlation structure
- On some algorithms for estimation in Gaussian graphical models
- Model selection and estimation in the matrix normal graphical model
- Regularized inverse covariance estimation for longitudinal data with informative dropout
- A new homotopy proximal variable-metric framework for composite convex minimization
- Bayesian regularization for graphical models with unequal shrinkage
- Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
- An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
- Rank-one and sparse matrix decomposition for dynamic MRI
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- Linear estimating equations for exponential families with application to Gaussian linear concentration models
- Covariance selection for nonchordal graphs via chordal embedding
- Sparse covariance matrix estimation by DCA-based algorithms
- High-dimensional undirected graphical models for arbitrary mixed data
- Fitting Laplacian regularized stratified Gaussian models
- Adaptive estimation of covariance matrices via Cholesky decomposition
- Linear Manifold Modeling and Graph Estimation based on Multivariate Functional Data with Different Coarseness Scales
- Sparse inverse covariance matrix estimation via the _0-norm with Tikhonov regularization
- Estimation of positive definite M-matrices and structure learning for attractive Gaussian Markov random fields
- Kronecker-structured covariance models for multiway data
- An inexact successive quadratic approximation method for L-1 regularized optimization
- On estimation of the diagonal elements of a sparse precision matrix
- Covariance and precision matrix estimation for high-dimensional time series
- A partial graphical model with a structural prior on the direct links between predictors and responses
- Sparse factor model for co-expression networks with an application using prior biological knowledge
- Stochastic primal dual fixed point method for composite optimization
This page was built for publication: Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3096116)