Scalable inference for high-dimensional precision matrix
From MaRDI portal
Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A Flexible Framework for Hypothesis Testing in High Dimensions
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Combinatorial inference for graphical models
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for high-dimensional inverse covariance estimation
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Fast and adaptive sparse precision matrix estimation in high dimensions
- High dimensional inverse covariance matrix estimation via linear programming
- High dimensional ordinary least squares projection for screening variables
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
- Honest confidence regions and optimality in high-dimensional precision matrix estimation
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
- In defense of the indefensible: a very naïve approach to high-dimensional inference
- Innovated interaction screening for high-dimensional nonlinear classification
- Innovated scalable efficient estimation in ultra-large Gaussian graphical models
- Joint estimation of multiple precision matrices with common structures
- Model selection and estimation in the Gaussian graphical model
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Optimal classification in sparse Gaussian graphic model
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Variable selection after screening: with or without data splitting?
Cited in
(2)
This page was built for publication: Scalable inference for high-dimensional precision matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5046808)
