Covariance matrix selection and estimation via penalised normal likelihood
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Publication:5503378
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Cited in
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- Robust sparse precision matrix estimation for high-dimensional compositional data
- Covariance Matrix Estimation via Network Structure
- On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models
- Tuning-parameter selection in regularized estimations of large covariance matrices
- Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition
- Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach
- Recent developments in high dimensional covariance estimation and its related issues, a review
- Ultrahigh dimensional precision matrix estimation via refitted cross validation
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
- Estimating Multiple Precision Matrices With Cluster Fusion Regularization
- Covariance matrix estimation for left-censored data
- A new approach for ultrahigh dimensional precision matrix estimation
- Graphical model selection for a particular class of continuous-time processes.
- Ensemble sparse estimation of covariance structure for exploring genetic disease data
- Correlation structure selection for longitudinal data with diverging cluster size
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices
- A Bayesian approach for learning Bayesian network structures
- Structural factor equation models for causal network construction via directed acyclic mixed graphs
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix
- A DC programming approach for sparse estimation of a covariance matrix
- Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
- High-dimensional covariance estimation for Gaussian directed acyclic graph models with given order
- Nonparametric covariance estimation with shrinkage toward stationary models
- Bayesian regularization for graphical models with unequal shrinkage
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
- Joint mean-covariance models with applications to longitudinal data in partially linear model
- Ridge estimation of covariance matrix from data in two classes.
- Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer
- On regularized estimation methods for precision and covariance matrix and statistical network inference
- Post-processed posteriors for banded covariances
- A priori weighting for parameter estimation
- Model-based clustering with sparse covariance matrices
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- Bayesian randomized response technique with multiple sensitive attributes: the case of information systems resource misuse
- Regularized multivariate regression models with skew-\(t\) error distributions
- Greedy Gaussian segmentation of multivariate time series
- Estimating large correlation matrices for international migration
- Exponent of cross-sectional dependence for residuals
- Estimation of Gaussian directed acyclic graphs using partial ordering information with applications to DREAM3 networks and dairy cattle data
- Compressed covariance estimation with automated dimension learning
- Optimal regularizations for data generation with probabilistic graphical models
- Regularised MANOVA for high-dimensional data
- Lassoing eigenvalues
- High-dimensional covariance matrix estimation
- Covariance estimation via fiducial inference
- Lasso ANOVA decompositions for matrix and tensor data
- Edge selection for undirected graphs
- Bayesian bandwidth test and selection for high-dimensional banded precision matrices
- Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection
- Smooth monotone covariance for elliptical distributions and applications in finance
- Bayesian structure learning in graphical models
- Adaptive estimation of covariance matrices via Cholesky decomposition
- An improved banded estimation for large covariance matrix
- scientific article; zbMATH DE number 7255155 (Why is no real title available?)
- Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data
- Minimax estimation of large precision matrices with bandable Cholesky factor
- Covariance prediction via convex optimization
- Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
- Copula shrinkage and portfolio allocation in ultra-high dimensions
- A Cholesky-based estimation for large-dimensional covariance matrices
- A novel robust estimation for high-dimensional precision matrices
- Bayesian estimation of large precision matrix based on Cholesky decomposition
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data
- Semiparametric model for covariance regression analysis
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
- Block-diagonal covariance estimation and application to the Shapley effects in sensitivity analysis
- Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion)
- An improved modified cholesky decomposition approach for precision matrix estimation
- Bayesian sparse covariance decomposition with a graphical structure
- Scalable Bayesian high-dimensional local dependence learning
- Estimating covariance and precision matrices along subspaces
- Regularized parameter estimation in high-dimensional Gaussian mixture models
- Covariance structure estimation with Laplace approximation
- Mean-variance portfolio optimization when means and covariances are unknown
- Wishart distributions for decomposable covariance graph models
- SURE-tuned tapering estimation of large covariance matrices
- Covariance estimation: the GLM and regularization perspectives
- Estimation of autocovariance matrices for high dimensional linear processes
- Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
- Shrinkage and model selection with correlated variables via weighted fusion
- A Penalized Spline Approach to Functional Mixed Effects Model Analysis
- High dimensional sparse covariance estimation via directed acyclic graphs
- Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
- Sparse permutation invariant covariance estimation
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
- Parsimonious Covariance Matrix Estimation for Longitudinal Data
- Minimax optimal estimation of general bandable covariance matrices
- Covariance and precision matrix estimation for high-dimensional time series
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator
- Adaptive covariance matrix estimation through block thresholding
- Detecting the dimensionality for principal components model
- Sparsistency and rates of convergence in large covariance matrix estimation
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines
- Bayesian discriminant analysis using a high dimensional predictor
- Tests for Gaussian graphical models
- Positive-definite thresholding estimators of covariance matrices with zeros
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