Promote sign consistency in the joint estimation of precision matrices
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Recommendations
- Joint estimation of multiple precision matrices with common structures
- Joint estimation of multiple high-dimensional precision matrices
- Improved estimation of a multinormal precision matrix
- Joint estimation of precision matrices in heterogeneous populations
- Preconditioning the Lasso for sign consistency
- Maximum Likelihood Estimation From Sign Measurements With Sensing Matrix Perturbation
- Precision Matrix Estimation by Inverse Principal Orthogonal Decomposition
- Improved minimax estimation of a normal precision matrix
- An approach to precision matrix estimation based on \(L_1\) norm minimization
- scientific article; zbMATH DE number 741118
Cites work
- scientific article; zbMATH DE number 6162361 (Why is no real title available?)
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- An overview of the estimation of large covariance and precision matrices
- Emergence of Scaling in Random Networks
- Fused Lasso approach in regression coefficients clustering -- learning parameter heterogeneity in data integration
- Graphical models, exponential families, and variational inference
- High dimensional inverse covariance matrix estimation via linear programming
- High-dimensional graphs and variable selection with the Lasso
- Identification of homogeneous and heterogeneous variables in pooled cohort studies
- Inferring multiple graphical structures
- Integrative analysis and variable selection with multiple high-dimensional data sets
- Integrative analysis of cancer diagnosis studies with composite penalization
- Integrative sparse principal component analysis
- Joint estimation of multiple graphical models
- Joint estimation of multiple high-dimensional precision matrices
- Joint estimation of precision matrices in heterogeneous populations
- Nearly unbiased variable selection under minimax concave penalty
- Penalized integrative analysis under the accelerated failure time model
- Penalized methods for bi-level variable selection
- Regularized estimation of large covariance matrices
- Shrinkage tuning parameter selection with a diverging number of parameters
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Sparsistency and rates of convergence in large covariance matrix estimation
- Structural pursuit over multiple undirected graphs
- Targeted fused ridge estimation of inverse covariance matrices from multiple high-dimensional data classes
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Updating of the Gaussian graphical model through targeted penalized estimation
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