Conditional score matching for high-dimensional partial graphical models
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Publication:830589
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Cites work
- scientific article; zbMATH DE number 5224144 (Why is no real title available?)
- scientific article; zbMATH DE number 3049708 (Why is no real title available?)
- A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Covariate-adjusted precision matrix estimation with an application in genetical genomics
- Estimation of high-dimensional graphical models using regularized score matching
- Estimation of non-normalized statistical models by score matching
- Generalized score matching for non-negative data
- High dimensional semiparametric latent graphical model for mixed data
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional semiparametric Gaussian copula graphical models
- Joint estimation of multiple graphical models
- Model selection and estimation in the Gaussian graphical model
- Network exploration via the adaptive LASSO and SCAD penalties
- Partial Gaussian Graphical Model Estimation
- Partial correlation estimation by joint sparse regression models
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Sparse inverse covariance estimation with the graphical lasso
- Sparsistency and rates of convergence in large covariance matrix estimation
- The Group Lasso for Logistic Regression
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
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