glasso

swMATH7432CRANglassoMaRDI QIDQ19462FDOQ19462

Graphical Lasso: Estimation of Gaussian Graphical Models

Jerome Friedman

Last update: 1 October 2019

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.11

Source code repository: https://github.com/cran/glasso

Described by source

• The graphical lasso: new insights and alternatives

Cited In (only showing first 100 items - show all)

• Robust estimation of precision matrices under cellwise contamination
• Shrinkage tuning parameter selection in precision matrices estimation
• Transformed \(\ell_1\) regularization for learning sparse deep neural networks
• Objective Bayes model selection of Gaussian interventional essential graphs for the identification of signaling pathways
• Data science, big data and statistics
• Model selection and local geometry
• 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
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
• A linear programming model for selection of sparse high-dimensional multiperiod portfolios
• Efficient Bayesian regularization for graphical model selection
• Sparse network estimation for dynamical spatio-temporal array models
• An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
• Selecting the tuning parameter in penalized Gaussian graphical models
• Bayesian graphical models for modern biological applications
• Adaptive combination of dependent tests
• Loop-based conic multivariate adaptive regression splines is a novel method for advanced construction of complex biological networks
• Regularized optimization with spatial coupling for robust decision making
• An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
• Sparse low-rank separated representation models for learning from data
• Optimal estimation and rank detection for sparse spiked covariance matrices
• A mixed integer linear programming support vector machine for cost-effective group feature selection: branch-cut-and-price approach
• Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields
• Stochastic primal dual fixed point method for composite optimization
• Sparse inverse kernel Gaussian Process regression
• Title not available (Why is that?)
• Estimating finite mixtures of ordinal graphical models
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
• High-dimensional penalized arch processes
• Exact estimation of multiple directed acyclic graphs
• Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
• Efficient Adaptive MCMC Through Precision Estimation
• Sparse and low-rank covariance matrix estimation
• A joint convex penalty for inverse covariance matrix estimation
• Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries
• High dimensional posterior convergence rates for decomposable graphical models
• Bayesian sparse graphical models for classification with application to protein expression data
• On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator
• Edge detection in sparse Gaussian graphical models
• A block coordinate gradient descent method for regularized convex separable optimization and covariance selection
• The spectral condition number plot for regularization parameter evaluation
• Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios
• Fast and Separable Estimation in High-Dimensional Tensor Gaussian Graphical Models
• Individual-specific, sparse inverse covariance estimation in generalized estimating equations
• A Two-Part Framework for Estimating Individualized Treatment Rules From Semicontinuous Outcomes
• A stochastic alternating direction method of multipliers for non-smooth and non-convex optimization
• Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach
• Representation and reconstruction of covariance operators in linear inverse problems
• The performance of covariance selection methods that consider decomposable models only
• Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
• Bootstrap -- an exploration
• Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
• Stable estimation of a covariance matrix guided by nuclear norm penalties
• Learning Gaussian graphical models with fractional marginal pseudo-likelihood
• Bayesian analysis of nonparanormal graphical models using rank-likelihood
• Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach
• Robust methods for inferring sparse network structures
• Consistent group selection with Bayesian high dimensional modeling
• An extragradient-based alternating direction method for convex minimization
• Overlapped groupwise dimension reduction
• Estimating time-varying networks
• NetDA
• Ridge estimation of inverse covariance matrices from high-dimensional data
• CVglasso
• Sparse group Lasso and high dimensional multinomial classification
• A Lasso-penalized BIC for mixture model selection
• Bootstrap inference for network construction with an application to a breast cancer microarray study
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
• Time varying undirected graphs
• Graphical-model based high dimensional generalized linear models
• Robust inference with knockoffs
• High-dimensional joint estimation of multiple directed Gaussian graphical models
• A two-step method for estimating high-dimensional Gaussian graphical models
• Gemini: graph estimation with matrix variate normal instances
• Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
• High-dimensional generalized linear models incorporating graphical structure among predictors
• Linear estimating equations for exponential families with application to Gaussian linear concentration models
• Variable selection in model-based clustering and discriminant analysis with a regularization approach
• Covariance and precision matrix estimation for high-dimensional time series
• Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models
• On model selection consistency of regularized M-estimators
• Random matrix theory in statistics: a review
• Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions
• An Expectation Conditional Maximization Approach for Gaussian Graphical Models
• Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
• An Efficient Surrogate Model for Emulation and Physics Extraction of Large Eddy Simulations
• Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction
• Review of statistical network analysis: models, algorithms, and software
• LDABiplots
• The Generalized Ridge Estimator of the Inverse Covariance Matrix
• NHMSAR
• fsMTS
• Selection by partitioning the solution paths
• lglasso
• abundant
• Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
• robustcov

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