Cited in
(only showing first 100 items - show all)- De-noising analysis of noisy data under mixed graphical models
- A penalty decomposition approach for multi-objective cardinality-constrained optimization problems
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization
- Prediction in abundant high-dimensional linear regression
- Discussion of ``Correlated variables in regression: clustering and sparse estimation
- Graphical Models and Message-Passing Algorithms: Some Introductory Lectures
- Uncertainty quantification for functional dependent random variables
- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- Randomized block proximal damped Newton method for composite self-concordant minimization
- Estimating time-varying networks
- Composite convex optimization with global and local inexact oracles
- PLS for Big Data: a unified parallel algorithm for regularised group PLS
- Change-point detection in high-dimensional covariance structure
- Model-based clustering of high-dimensional data: a review
- Modern psychometrics with R
- Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
- On Cluster-Aware Supervised Learning: Frameworks, Convergent Algorithms, and Applications
- Bayesian joint modeling of multiple brain functional networks
- Learning a factor model via regularized PCA
- Robust estimation of precision matrices under cellwise contamination
- Sparse precision matrices for minimum variance portfolios
- Multiclass analysis and prediction with network structured covariates
- Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation
- Gene regulatory networks. Methods and protocols
- Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer
- Bayesian Structure Learning in Multilayered Genomic Networks
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
- High-dimensional semiparametric Gaussian copula graphical models
- Shrinkage tuning parameter selection in precision matrices estimation
- Inferring sparse Gaussian graphical models with latent structure
- Covariance estimation: the GLM and regularization perspectives
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique
- Semi-parametric Bayes regression with network-valued covariates
- Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
- Likelihood-free inference in high dimensions with synthetic likelihood
- A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions
- Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances
- Promote sign consistency in the joint estimation of precision matrices
- Bayesian regularization of Gaussian graphical models with measurement error
- An adapted linear discriminant analysis with variable selection for the classification in high-dimension, and an application to medical data
- Transformed \(\ell_1\) regularization for learning sparse deep neural networks
- Covariate assisted screening and estimation
- Scalable Bayesian Regression in High Dimensions With Multiple Data Sources
- A general framework for estimation and inference from clusters of features
- Edge selection for undirected graphs
- Bayesian variable selection logistic regression with paired proteomic measurements
- High-dimensional consistency in score-based and hybrid structure learning
- A Pliable Lasso
- scientific article; zbMATH DE number 7626763 (Why is no real title available?)
- Objective Bayes model selection of Gaussian interventional essential graphs for the identification of signaling pathways
- Data science, big data and statistics
- Ridge estimation of inverse covariance matrices from high-dimensional data
- Approximation accuracy, gradient methods, and error bound for structured convex optimization
- Model selection and local geometry
- Multi-task sparse structure learning with Gaussian copula models
- Functional Graphical Models
- Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
- Dependence in elliptical partial correlation graphs
- Combinatorial inference for graphical models
- IPF-LASSO: integrative \(L_1\)-penalized regression with penalty factors for prediction based on multi-omics data
- Node-structured integrative Gaussian graphical model guided by pathway information
- Sharp oracle inequalities for square root regularization
- High dimensional sparse covariance estimation via directed acyclic graphs
- Sparse permutation invariant covariance estimation
- Singular Gaussian graphical models: Structure learning
- A global homogeneity test for high-dimensional linear regression
- Bayesian inference of clustering and multiple Gaussian graphical models selection
- Causal statistical inference in high dimensions
- The cost of using decomposable Gaussian graphical models for computational convenience
- Numerical methods for A-optimal designs with a sparsity constraint for ill-posed inverse problems
- Optimal estimation of \(\ell_1\)-regularization prior from a regularized empirical Bayesian risk standpoint
- Hierarchical normalized completely random measures for robust graphical modeling
- Influence measures and stability for graphical models
- Bayesian variable selection and estimation for group Lasso
- Scaling it up: stochastic search structure learning in graphical models
- Different types of Bernstein operators in inference of Gaussian graphical model
- Multiple Response Regression for Gaussian Mixture Models with Known Labels
- Understanding large text corpora via sparse machine learning
- Sparse estimation of multivariate Poisson log‐normal models from count data
- A global approach for learning sparse Ising models
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- Sparse group Lasso and high dimensional multinomial classification
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
- A general family of trimmed estimators for robust high-dimensional data analysis
- A multilevel framework for sparse optimization with application to inverse covariance estimation and logistic regression
- Sparse seasonal and periodic vector autoregressive modeling
- Bayesian effect fusion for categorical predictors
- Robust covariance estimation for approximate factor models
- A general scheme for log-determinant computation of matrices via stochastic polynomial approximation
- Stability approach to selecting the number of principal components
- A framework for measuring association of random vectors via collapsed random variables
- A novel convex clustering method for high-dimensional data using semiproximal ADMM
- Learning from a lot: empirical Bayes for high-dimensional model-based prediction
- Low-rank multi-parametric covariance identification
- Powerful knockoffs via minimizing reconstructability
- Optimal designs in sparse linear models
- Sparse directed acyclic graphs incorporating the covariates
- Markov Neighborhood Regression for High-Dimensional Inference
- Efficient algorithms for solving condition number-constrained matrix minimization problems
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