Robust distributed precision matrix estimation for high-dimensional data
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
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- Alternatives to the Median Absolute Deviation
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- An overview of the estimation of large covariance and precision matrices
- Communication-efficient distributed statistical inference
- Distributed adaptive Huber regression
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- High-dimensional covariance matrix estimation
- High-dimensional graphs and variable selection with the Lasso
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- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Model selection and estimation in the Gaussian graphical model
- Nearly unbiased variable selection under minimax concave penalty
- On consistency and sparsity for principal components analysis in high dimensions
- Partial correlation estimation by joint sparse regression models
- Robust estimation of high-dimensional covariance and precision matrices
- Robust estimation of precision matrices under cellwise contamination
- Robust low-rank matrix estimation
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Ultrahigh dimensional precision matrix estimation via refitted cross validation
- Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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