A new approach for ultrahigh dimensional precision matrix estimation
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A permutation-based Bayesian approach for inverse covariance estimation
- An improved modified cholesky decomposition approach for precision matrix estimation
- An overview of the estimation of large covariance and precision matrices
- Bayesian structure learning in graphical models
- Best permutation analysis
- Cholesky-based model averaging for covariance matrix estimation
- Covariance matrix selection and estimation via penalised normal likelihood
- Covariance regularization by thresholding
- Estimating large precision matrices via modified Cholesky decomposition
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Fast and adaptive sparse precision matrix estimation in high dimensions
- High-dimensional semiparametric Gaussian copula graphical models
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Lasso-type recovery of sparse representations for high-dimensional data
- Minimax estimation of large precision matrices with bandable Cholesky factor
- Posterior convergence rates for estimating large precision matrices using graphical models
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Sparse inverse covariance estimation with the graphical lasso
- Sparsistency and rates of convergence in large covariance matrix estimation
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models
- Ultrahigh dimensional precision matrix estimation via refitted cross validation
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
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