Regularized parameter estimation in high-dimensional Gaussian mixture models
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Cites work
- scientific article; zbMATH DE number 4211299 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- A well-conditioned estimator for large-dimensional covariance matrices
- Bayesian regularization for normal mixture estimation and model-based clustering
- Clustering Criteria and Multivariate Normal Mixtures
- Covariance matrix selection and estimation via penalised normal likelihood
- Covariance regularization by thresholding
- First-Order Methods for Sparse Covariance Selection
- Generalized thresholding of large covariance matrices
- Gradient directed regularization for sparse Gaussian concentration graphs, with applications to inference of genetic networks
- High dimensional covariance matrix estimation using a factor model
- Model selection and estimation in the Gaussian graphical model
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- Model-Based Gaussian and Non-Gaussian Clustering
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Regularized estimation of large covariance matrices
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparsistency and rates of convergence in large covariance matrix estimation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(15)- Flexible regularized estimation in high-dimensional mixed membership models
- Regularized estimation of mixed spectra using a circular Gibbs-Markov model
- scientific article; zbMATH DE number 6453379 (Why is no real title available?)
- Estimation of undirected graph with finite mixture of nonparanormal distribution
- Estimating finite mixtures of ordinal graphical models
- Approximating posteriors with high-dimensional nuisance parameters via integrated rotated Gaussian approximation
- Regularized parameter estimation of high dimensional distribution
- Nonparametric Finite Mixture of Gaussian Graphical Models
- Parameter estimation in high dimensional Gaussian distributions
- Stochastic approximation algorithm with randomization at the input for unsupervised parameters estimation of Gaussian mixture model with sparse parameters
- Model-based clustering with sparse covariance matrices
- Regularized covariance matrix estimation based on MDL principle
- Estimating Multiple Precision Matrices With Cluster Fusion Regularization
- Optimal estimation of high-dimensional Gaussian location mixtures
- Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior
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