Regression graphs and sparsity-inducing reparameterizations
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Cites work
- Alternative Markov properties for chain graphs
- Automorphism groups of Gaussian Bayesian networks
- Covariance regularization by thresholding
- Eigen structure of a new class of covariance and inverse covariance matrices
- Entropic covariance models
- Graphical Models for Extremes
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- Inducement of population sparsity
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Joint Response Graphs and Separation Induced by Triangular Systems
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Linear dependencies represented by chain graphs. With comments and a rejoinder by the authors
- Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
- On sparsity scales and covariance matrix transformations
- Regularized estimation of large covariance matrices
- Sparsity induced by covariance transformation: some deterministic and probabilistic results
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