On semiparametric exponential family graphical models
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- A SINful approach to Gaussian graphical model selection
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- A likelihood ratio framework for high-dimensional semiparametric regression
- A proximal-gradient homotopy method for the sparse least-squares problem
- A significance test for the lasso
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- Decoding by Linear Programming
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- Estimation of sparse binary pairwise Markov networks using pseudo-likelihoods
- Exact post-selection inference, with application to the Lasso
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- Graph estimation with joint additive models
- Graphical models via univariate exponential family distributions
- High dimensional inverse covariance matrix estimation via linear programming
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- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
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- High-dimensional semiparametric bigraphical models
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- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Multi-stage convex relaxation for feature selection
- Multiple testing and error control in Gaussian graphical model selection
- Node-based learning of multiple Gaussian graphical models
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
- Nuisance parameter elimination for proportional likelihood ratio models with nonignorable missingness and random truncation
- On asymptotically optimal confidence regions and tests for high-dimensional models
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Partial correlation estimation by joint sparse regression models
- Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
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- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Replicates in high dimensions, with applications to latent variable graphical models
- Restricted eigenvalue properties for correlated Gaussian designs
- Selection and estimation for mixed graphical models
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse inverse covariance estimation with the graphical lasso
- Sparse matrix inversion with scaled Lasso
- Sparse permutation invariant covariance estimation
- Sparsistency and rates of convergence in large covariance matrix estimation
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
- Strong oracle optimality of folded concave penalized estimation
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Cited in
(16)- Layer-wise learning strategy for nonparametric tensor product smoothing spline regression and graphical models
- High dimensional semiparametric latent graphical model for mixed data
- High-dimensional undirected graphical models for arbitrary mixed data
- High-dimensional inference for cluster-based graphical models
- Graphical models via univariate exponential family distributions
- Estimation of graphical models: an overview of selected topics
- StarTrek: combinatorial variable selection with false discovery rate control
- Nonparametric graphical models
- High-dimensional semiparametric bigraphical models
- Exponential family graphical models: correlated replicates and unmeasured confounders, with applications to fMRI data
- Robust and efficient semi-supervised learning for Ising model
- Selection and estimation for mixed graphical models
- Locally associated graphical models and mixed convex exponential families
- Semiparametric exponential families for heavy-tailed data
- Inferring hub nodes on differential Gaussian graphical models
- Nonparanormal graph quilting with applications to calcium imaging
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