Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
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Cites work
- scientific article; zbMATH DE number 1086070 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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- The Group Lasso for Logistic Regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(34)- A Penalized Likelihood Method for Classification With Matrix-Valued Predictors
- Convolutional neural network based multi-input multi-output model for multi-sensor multivariate virtual metrology in semiconductor manufacturing
- High-Dimensional Gaussian Graphical Regression Models with Covariates
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
- A covariance-enhanced approach to multitissue joint eQTL mapping with application to transcriptome-wide association studies
- Robust Multivariate Lasso Regression with Covariance Estimation
- On the Use of Minimum Penalties in Statistical Learning
- Estimation of graphical models: an overview of selected topics
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
- Simultaneous estimation and inference for multiple response variables
- Capturing between-tasks covariance and similarities using multivariate linear mixed models
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- Detecting clusters in multivariate response regression
- Sparse Single Index Models for Multivariate Responses
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- On Sure Screening with Multiple Responses
- High-dimensional Gaussian graphical models on network-linked data
- Inference for elliptical copula multivariate response regression models
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- Response variable selection in multivariate linear regression
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
- A partial graphical model with a structural prior on the direct links between predictors and responses
- 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
- Bayesian Structure Learning in Multilayered Genomic Networks
- Optimal multistep VAR forecast averaging
- A cluster elastic net for multivariate regression
- Variable screening in multivariate linear regression with high-dimensional covariates
- Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
- The conditional censored graphical Lasso estimator
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