Estimation of sparse covariance matrix via non-convex regularization
From MaRDI portal
Publication:6536688
Cites work
- Adaptive robust variable selection
- Adaptive thresholding for sparse covariance matrix estimation
- An easy path to convex analysis and applications
- Analysis of multi-stage convex relaxation for sparse regularization
- Covariance regularization by thresholding
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
- Generalized thresholding of large covariance matrices
- Group Sparse Optimization for Images Recovery Using Capped Folded Concave Functions
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Minimax estimation of large covariance matrices under \(\ell_1\)-norm
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
- Multi-stage convex relaxation for feature selection
- Nearly unbiased variable selection under minimax concave penalty
- One-step sparse estimates in nonconcave penalized likelihood models
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Positive definite estimators of large covariance matrices
- Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
- Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization
- Positive-definite thresholding estimators of covariance matrices with zeros
- Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis
- Robust estimation of high-dimensional covariance and precision matrices
- Sparse estimation of high-dimensional correlation matrices
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variational Analysis
This page was built for publication: Estimation of sparse covariance matrix via non-convex regularization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6536688)