Sparse Matrix Graphical Models
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Publication:4648565
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Cites work
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 1869269 (Why is no real title available?)
- scientific article; zbMATH DE number 1391247 (Why is no real title available?)
- Bayesian analysis of matrix normal graphical models
- Biconvex sets and optimization with biconvex functions: a survey and extensions
- Computing Communities in Large Networks Using Random Walks
- Constrained factor models
- Covariance matrix selection and estimation via penalised normal likelihood
- Covariance regularization by thresholding
- High-dimensional graphs and variable selection with the Lasso
- Joint estimation of multiple graphical models
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Model selection and estimation in the Gaussian graphical model
- Models with a Kronecker product covariance structure: estimation and testing
- Network exploration via the adaptive LASSO and SCAD penalties
- One-step sparse estimates in nonconcave penalized likelihood models
- Partial correlation estimation by joint sparse regression models
- Regularized estimation of large covariance matrices
- Separable covariance arrays via the Tucker product, with applications to multivariate relational data
- Some matrix-variate distribution theory: Notational considerations and a Bayesian application
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparsistency and rates of convergence in large covariance matrix estimation
- The mle algorithm for the matrix normal distribution
- Transposable regularized covariance models with an application to missing data imputation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(39)- A Penalized Likelihood Method for Classification With Matrix-Valued Predictors
- Functional Bayesian networks for discovering causality from multivariate functional data
- Fast and Separable Estimation in High-Dimensional Tensor Gaussian Graphical Models
- Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees
- Model selection and estimation in the matrix normal graphical model
- Sparse nonparametric graphical models
- Sparse matrix linear models for structured high-throughput data
- Optimal couplings between sparse block models
- Estimation of graphical models: an overview of selected topics
- The spatial-temporal lag model of matrix-valued time series and its application
- L2RM: Low-Rank Linear Regression Models for High-Dimensional Matrix Responses
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form
- Sparse directed acyclic graphs incorporating the covariates
- Brain connectivity alteration detection via matrix‐variate differential network model
- Simultaneous Cluster Structure Learning and Estimation of Heterogeneous Graphs for Matrix-Variate fMRI Data
- Pairwise sparse + low-rank models for variables of mixed type
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
- Asymptotic properties on high-dimensional multivariate regression M-estimation
- Gemini: graph estimation with matrix variate normal instances
- Concentration of measure bounds for matrix-variate data with missing values
- Robust sparse Gaussian graphical modeling
- Factor models for matrix-valued high-dimensional time series
- Graph estimation for matrix-variate Gaussian data
- Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
- Inferring sparse Gaussian graphical models with latent structure
- Bayesian analysis of matrix normal graphical models
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
- Double instrumental variable estimation of interaction models with big data
- Hypothesis testing for the covariance matrix in high-dimensional transposable data with Kronecker product dependence structure
- Scalable Bayesian matrix normal graphical models for brain functional networks
- Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
- scientific article; zbMATH DE number 7415090 (Why is no real title available?)
- A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
- Sparse Gaussian graphical mixture model
- Estimation of a multiplicative correlation structure in the large dimensional case
- Covariance estimation via sparse Kronecker structures
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
- Linear Manifold Modeling and Graph Estimation based on Multivariate Functional Data with Different Coarseness Scales
- Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm
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