Estimating spatial covariance using penalised likelihood with weightedL1penalty
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Publication:3182743
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Cites work
- Adaptive Lasso for Cox's proportional hazards model
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotics for Lasso-type estimators.
- Computing Dirichlet Tessellations in the Plane
- Computing the Minimum Fill-In is NP-Complete
- Covariance matrix selection and estimation via penalised normal likelihood
- Estimation Methods for Models of Spatial Interaction
- Estimation of nonstationary spatial covariance structure
- Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
- Fitting Gaussian Markov Random Fields to Gaussian Fields
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 3816913 (Why is no real title available?)
- scientific article; zbMATH DE number 52492 (Why is no real title available?)
- scientific article; zbMATH DE number 2020395 (Why is no real title available?)
- scientific article; zbMATH DE number 194668 (Why is no real title available?)
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Least angle regression. (With discussion)
- Model selection and estimation in the Gaussian graphical model
- Piecewise linear regularized solution paths
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- The Adaptive Lasso and Its Oracle Properties
- The bandwidth problem for graphs and matrices—a survey
- The elements of statistical learning. Data mining, inference, and prediction
- The NP-completeness of the bandwidth minimization problem
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(16)- Variable selection for spatial Poisson point processes via a regularization method
- Local inversion-free estimation of spatial Gaussian processes
- The Bayesian group Lasso for confounded spatial data
- Penalized pseudolikelihood inference in spatial interaction models with covariates
- Non-stationary multivariate spatial covariance estimation via low-rank regularization
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- Selection of spatial-temporal lattice models: assessing the impact of climate conditions on a mountain pine beetle outbreak
- On estimation and selection of autologistic regression models via penalized pseudolikelihood
- Graph-guided banding of the covariance matrix
- L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
- A skew Gaussian decomposable graphical model
- Penalty and related estimation strategies in the spatial error model
- Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion)
- Penalized maximum likelihood estimation and variable selection in geostatistics
- A review of regularised estimation methods and cross-validation in spatiotemporal statistics
- Penalized quasi-likelihood with spatially correlated data
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