Simultaneous Estimation of Many Sparse Networks via Hierarchical Poisson Log-Normal Model
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- Adaptive thresholding for sparse covariance matrix estimation
- Bayesian regularization for graphical models with unequal shrinkage
- Bayesian structure learning in graphical models
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Empirical Bayes Methods for Combining Likelihoods
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- Fast and adaptive sparse precision matrix estimation in high dimensions
- High-dimensional graphs and variable selection with the Lasso
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- QUIC: quadratic approximation for sparse inverse covariance estimation
- Sparse inverse covariance estimation with the graphical lasso
- Sparse precision matrix estimation via lasso penalized D-trace loss
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
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