Shared subspace models for multi-group covariance estimation
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Cites work
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- A feasible method for optimization with orthogonality constraints
- A hierarchical eigenmodel for pooled covariance estimation
- A note on fast envelope estimation
- Admissible Bayes Character of T^2-, R^2-, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
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- Geodesic Monte Carlo on embedded manifolds
- Good edit similarity learning by loss minimization
- High-dimensional graphs and variable selection with the Lasso
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- Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
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- On the distribution of the largest eigenvalue in principal components analysis
- Optimal shrinkage of eigenvalues in the spiked covariance model
- Partial common principal component subspaces
- Probabilistic Principal Component Analysis
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Some tests for common principal component subspaces in several groups
- Spectral models for covariance matrices
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- Survey on distance metric learning and dimensionality reduction in data mining
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>
- The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
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Cited in
(11)- Region-referenced spectral power dynamics of EEG signals: a hierarchical modeling approach
- Principal regression for high dimensional covariance matrices
- A hierarchical eigenmodel for pooled covariance estimation
- Common reducing subspace model and network alternation analysis
- Reducing subspace models for large‐scale covariance regression
- Semiparametric partial common principal component analysis for covariance matrices
- Envelopes and principal component regression
- Bayesian hierarchical modeling on covariance valued data
- A Bayesian hierarchical sparse factor model for estimating simultaneous covariance matrices for gestational outcomes in consecutive pregnancies
- Bayesian covariance regression in functional data analysis with applications to functional brain imaging
- Inferring Covariance Structure from Multiple Data Sources via Subspace Factor Analysis
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