A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models
- Covariance matrix selection and estimation via penalised normal likelihood
- Edge detection in sparse Gaussian graphical models
- Extended Bayesian information criteria for model selection with large model spaces
- High dimensional inverse covariance matrix estimation via linear programming
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional semiparametric Gaussian copula graphical models
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Network exploration via the adaptive LASSO and SCAD penalties
- Nonparametric estimation of large covariance matrices of longitudinal data
- Optimal rates of convergence for covariance matrix estimation
- Partial correlation estimation by joint sparse regression models
- Regularized estimation of large covariance matrices
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- Sparse inverse covariance estimation with the graphical lasso
- Sparse matrix inversion with scaled Lasso
- Sparsistency and rates of convergence in large covariance matrix estimation
- The nonparanormal: semiparametric estimation of high dimensional undirected graphs
Cited in
(4)- Edge detection in sparse Gaussian graphical models
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models
- Edge selection based on the geometry of dually flat spaces for Gaussian graphical models
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