Estimation of covariance and precision matrix, network structure, and a view toward systems biology

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
A Fast and High Quality Multilevel Scheme for Partitioning Irregular Graphs
A General Framework for Weighted Gene Co-Expression Network Analysis
A SINful approach to Gaussian graphical model selection
A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
A well-conditioned estimator for large-dimensional covariance matrices
An overview of the estimation of large covariance and precision matrices
Bayesian graphical Lasso models and efficient posterior computation
Condition-Number-Regularized Covariance Estimation
Covariance regularization by thresholding
Estimation of covariance matrices based on hierarchical inverse-Wishart priors
Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
Estimation of variances and covariances for high-dimensional data: a selective review
Fast and adaptive sparse precision matrix estimation in high dimensions
High dimensional inverse covariance matrix estimation via linear programming
High-dimensional covariance estimation
High-dimensional graphs and variable selection with the Lasso
High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
Introduction to Graphical Modelling
Joint high-dimensional Bayesian variable and covariance selection with an application to eQTL analysis
Large-Scale Simultaneous Hypothesis Testing
Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
Multiple testing and error control in Gaussian graphical model selection
Numerical implementation of the QuEST function
Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
QUIC: quadratic approximation for sparse inverse covariance estimation
Ridge estimation of inverse covariance matrices from high-dimensional data
Simple marginally noninformative prior distributions for covariance matrices
Sparse estimation of a covariance matrix
Sparse inverse covariance estimation with the graphical lasso
Spectral redemption in clustering sparse networks
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
Square-root lasso: pivotal recovery of sparse signals via conic programming
Stability Selection
TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models
The Adaptive Lasso and Its Oracle Properties
The Bayesian covariance lasso
The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
The Elements of Statistical Learning
The huge Package for High-dimensional Undirected Graph Estimation in R
Tuning-parameter selection in regularized estimations of large covariance matrices

Cited In (1)

Algorithm 1042: sparse precision matrix estimation with \texttt{SQUIC}

This page was built for publication: Estimation of covariance and precision matrix, network structure, and a view toward systems biology

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6607066)