Joint estimation of multiple precision matrices with common structures
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Publication:5744795
zbMATH Open1360.62274MaRDI QIDQ5744795FDOQ5744795
Authors: Wonyul Lee, Yufeng Liu 
Publication date: 19 February 2016
Full work available at URL: http://jmlr.csail.mit.edu/papers/v16/lee15a.html
Recommendations
- Joint estimation of multiple high-dimensional precision matrices
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- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
Cited In (17)
- Joint Gaussian graphical model estimation: a survey
- Promote sign consistency in the joint estimation of precision matrices
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- Targeted fused ridge estimation of inverse covariance matrices from multiple high-dimensional data classes
- Conditional Functional Graphical Models
- Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory
- Joint estimation of precision matrices in heterogeneous populations
- A random covariance model for bi‐level graphical modeling with application to resting‐state fMRI data
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- Estimation of graphical models: an overview of selected topics
- Joint estimation of multiple high-dimensional precision matrices
- A shrinkage approach to joint estimation of multiple covariance matrices
- Simultaneous Clustering and Estimation of Heterogeneous Graphical Models
- Scalable inference for high-dimensional precision matrix
- Analysis of heterogeneous networks with unknown dependence structure
- Assessment of Covariance Selection Methods in High-Dimensional Gaussian Graphical Models
- A unified framework for structured graph learning via spectral constraints
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