Reconstruct Ising Model With Global Optimality via SLIDE
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Cites work
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
- A new look at the statistical model identification
- A polynomial algorithm for best-subset selection problem
- Approximating discrete probability distributions with dependence trees
- Estimating the dimension of a model
- Estimation of sparse binary pairwise Markov networks using pseudo-likelihoods
- Hierarchical model of natural images and the origin of scale invariance
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- High-dimensional Ising model selection with Bayesian information criteria
- scientific article; zbMATH DE number 509169 (Why is no real title available?)
- scientific article; zbMATH DE number 6982301 (Why is no real title available?)
- Information-Theoretic Limits of Selecting Binary Graphical Models in High Dimensions
- Kullback-Leibler aggregation and misspecified generalized linear models
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over \ell_q-Balls
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
- Sparse estimation in Ising model via penalized Monte Carlo methods
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Tuning parameter selection in high dimensional penalized likelihood
- Variable selection in linear mixed effects models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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