Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
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Cites work
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- Biconvex sets and optimization with biconvex functions: a survey and extensions
- Convergence of a block coordinate descent method for nondifferentiable minimization
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- D-trace estimation of a precision matrix using adaptive lasso penalties
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- Learning local dependence in ordered data
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Cited in
(9)- Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
- Block-diagonal precision matrix regularization for ultra-high dimensional data
- Fast precision estimation in high-dimensional multivariate joint models
- Estimation of banded time-varying precision matrix based on SCAD and group Lasso
- Graphical models for mean and covariance of multivariate longitudinal data
- scientific article; zbMATH DE number 6472991 (Why is no real title available?)
- Ultrahigh dimensional precision matrix estimation via refitted cross validation
- Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series
- An integrated precision matrix estimation for multivariate regression problems
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