Robust and sparse Gaussian graphical modelling under cell-wise contamination
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees
- A robust scale estimator based on pairwise means
- Alternatives to the Median Absolute Deviation
- Challenging the empirical mean and empirical variance: a deviation study
- Concentration inequality of maximum likelihood estimator
- Covariance regularization by thresholding
- Estimation of high-dimensional graphical models using regularized score matching
- Fast and adaptive sparse precision matrix estimation in high dimensions
- High dimensional inverse covariance matrix estimation via linear programming
- 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
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Partial correlation estimation by joint sparse regression models
- Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
- Robust estimation of precision matrices under cellwise contamination
- Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions
- Robust parameter estimation with a small bias against heavy contamination
- Robust Statistics
- Sparse covariance thresholding for high-dimensional variable selection
- Sparse inverse covariance estimation with the graphical lasso
- Sparse precision matrix estimation via lasso penalized D-trace loss
- The Gaussian rank correlation estimator: robustness properties
- The huge Package for High-dimensional Undirected Graph Estimation in R
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