Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
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- Confidence intervals for high-dimensional inverse covariance estimation
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A Coverage Function for Interval Estimators of Simulation Response
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for high-dimensional inverse covariance estimation
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Confidence sets in sparse regression
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- High dimensional inverse covariance matrix estimation via linear programming
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 2230055 (Why is no real title available?)
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Partial correlation estimation by joint sparse regression models
- Sparse inverse covariance estimation with the graphical lasso
- Sparse precision matrix estimation via lasso penalized D-trace loss
Cited in
(9)- Confidence intervals for high-dimensional inverse covariance estimation
- Honest confidence regions and optimality in high-dimensional precision matrix estimation
- Confidence regions for entries of a large precision matrix
- Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models
- D-trace estimation of a precision matrix using adaptive lasso penalties
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by Lasso penalized D-trace loss
- Scalable confidence intervals of precision matrices in high dimensions
- D-trace estimation of a precision matrix with eigenvalue control
- Sparse precision matrix estimation via lasso penalized D-trace loss
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