Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
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Publication:444979
DOI10.1016/J.JMVA.2012.03.013zbMATH Open1259.62043DBLPjournals/ma/LeeL12OpenAlexW2084847607WikidataQ42229538 ScholiaQ42229538MaRDI QIDQ444979FDOQ444979
Authors: Wonyul Lee, Yufeng Liu 
Publication date: 24 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.03.013
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Cited In (33)
- On the Use of Minimum Penalties in Statistical Learning
- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- Bayesian Structure Learning in Multilayered Genomic Networks
- The EAS approach to variable selection for multivariate response data in high-dimensional settings
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
- Title not available (Why is that?)
- Multiple Response Regression for Gaussian Mixture Models with Known Labels
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING
- Convolutional neural network based multi-input multi-output model for multi-sensor multivariate virtual metrology in semiconductor manufacturing
- An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
- Simultaneous estimation and inference for multiple response variables
- Inference for elliptical copula multivariate response regression models
- Response variable selection in multivariate linear regression
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- Estimation of conditional mean operator under the bandable covariance structure
- A partial graphical model with a structural prior on the direct links between predictors and responses
- Detecting clusters in multivariate response regression
- Variable screening in multivariate linear regression with high-dimensional covariates
- Estimation of graphical models: an overview of selected topics
- On Sure Screening with Multiple Responses
- Robust Multivariate Lasso Regression with Covariance Estimation
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
- A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions
- The conditional censored graphical Lasso estimator
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
- A Cluster Elastic Net for Multivariate Regression
- Regularized multivariate regression models with skew-\(t\) error distributions
- Sparse Single Index Models for Multivariate Responses
- A Penalized Likelihood Method for Classification With Matrix-Valued Predictors
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
- A covariance-enhanced approach to multitissue joint eQTL mapping with application to transcriptome-wide association studies
- High-Dimensional Gaussian Graphical Regression Models with Covariates
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