scientific article; zbMATH DE number 7626789

MaRDI QIDQ5053309zbMATH OpenFDO

Authors Bin Liu, Yufeng Liu, Xinsheng Zhang

Publication date 6 December 2022

Full work available at URL https://jmlr.csail.mit.edu/papers/v22/20-327.html

zbMATH Keywords

change point detectionGaussian graphical modelshard thresholdingneighborhood selectionsparsity

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites work

• A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
• Change point estimation in high dimensional Markov random-field models
• Change-point computation for large graphical models: a scalable algorithm for Gaussian graphical models with change-points
• Estimating networks with jumps
• Estimating Time-Varying Graphical Models
• Estimating time-varying networks
• Gaussian graphical model estimation with false discovery rate control
• Generalized score matching for non-negative data
• Graph estimation with joint additive models
• High-dimensional change-point detection under sparse alternatives
• High-dimensional graphs and variable selection with the Lasso
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Joint estimation of multiple graphical models
• Joint estimation of multiple high-dimensional precision matrices
• Joint estimation of multiple precision matrices with common structures
• Model selection and estimation in the Gaussian graphical model
• Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
• Multiple Change-Point Estimation With a Total Variation Penalty
• Network exploration via the adaptive LASSO and SCAD penalties
• Partial correlation estimation by joint sparse regression models
• Simultaneous analysis of Lasso and Dantzig selector
• Sparse inverse covariance estimation with the graphical lasso
• Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
• The Lasso for high dimensional regression with a possible change point
• Time varying undirected graphs
• Weak convergence and empirical processes. With applications to statistics

Cited in

(6)

• Changepoint Inference for Erdős–Rényi Random Graphs
• Efficient multiple change point detection for high‐dimensional generalized linear models
• Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
• FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
• Robust multi-task regression with shifting low-rank patterns
• Hidden Markov Quantile Graphical Models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5053309)