Adjusting for high-dimensional covariates in sparse precision matrix estimation by Lasso penalized D-trace loss

DOI10.3969/J.ISSN.1001-4268.2019.05.001zbMATH Open1449.62117MaRDI QIDQ3307474FDOQ3307474

Authors: Xudong Huang, G. P. Wang, Mengmeng Li 

Publication date: 12 August 2020

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zbMATH Keywords

regression coefficients matrixsparse precision matrixD-trace losshigh-dimension covariates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (8)

• Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization
• Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
• The adjustment of covariates in Cox's model under case-cohort design
• Efficient distributed estimation of high-dimensional sparse precision matrix
• Precision matrix estimation using penalized generalized Sylvester matrix equation
• D-trace estimation of a precision matrix with eigenvalue control
• D-trace estimation of a precision matrix using adaptive lasso penalties
• Sparse precision matrix estimation via lasso penalized D-trace loss

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