Sparse inverse covariance estimation with the graphical lasso
From MaRDI portal
Recommendations
- High-dimensional graphs and variable selection with the Lasso
- Exact covariance thresholding into connected components for large-scale graphical lasso
- Sparse estimation of a covariance matrix
- Efficient estimation of covariance selection models
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
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 _1-penalization
- Prediction in abundant high-dimensional linear regression
- Graphical Models and Message-Passing Algorithms: Some Introductory Lectures
- Uncertainty quantification for functional dependent random variables
- Robust Bayesian graphical modeling using -divergence
- A general distributed dual coordinate optimization framework for regularized loss minimization
- Brain connectivity alteration detection via matrix‐variate differential network model
- An integrated framework for visualizing and forecasting realized covariance matrices
- High-dimensional graphical inference via partially penalised regression
- A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models
- A reweighted \(\ell^2\) method for image restoration with Poisson and mixed Poisson-Gaussian noise
- 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
- Change-point detection in high-dimensional covariance structure
- Model-based clustering of high-dimensional data: a review
- Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
- High-Dimensional Gaussian Graphical Regression Models with Covariates
- Testing the differential network between two gaussian graphical models with false discovery rate control
- Graph-based spatial segmentation of areal data
- Robust linear algebra
- A new approach for ultrahigh dimensional precision matrix estimation
- Bayesian joint modeling of multiple brain functional networks
- Objective methods for graphical structural learning
- Learning Oncogenic Pathways from Binary Genomic Instability Data
- 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
- Tight error bounds for log-determinant cones without constraint qualifications
- Local Whittle estimation of high-dimensional long-run variance and precision matrices
- Robust generalized canonical correlation analysis based on scatter matrices
- Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation
- Sparse graphical modelling for global minimum variance portfolio
- Covariance Matrix Estimation for High-Throughput Biomedical Data with Interconnected Communities
- Proximal MCMC for Bayesian Inference of Constrained and Regularized Estimation
- Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer
- scientific article; zbMATH DE number 7559724 (Why is no real title available?)
- Online graph topology learning from matrix-valued time series
- Bayesian Structure Learning in Multilayered Genomic Networks
- <formula formulatype="inline"><tex Notation="TeX">$l_{0}$</tex></formula> Sparse Inverse Covariance Estimation
- Subgroup analysis of differential networks with latent variables
- Tree-based variational inference for Poisson log-normal models
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
- High-dimensional semiparametric Gaussian copula graphical models
- Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
- Function-on-Function Kriging, With Applications to Three-Dimensional Printing of Aortic Tissues
- Shrinkage tuning parameter selection in precision matrices estimation
- Inferring sparse Gaussian graphical models with latent structure
- Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
- 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
- A generic path algorithm for regularized statistical estimation
- Graph density and uncertainty of graphical model selection algorithms
- 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
- Robust Time-Varying Undirected Graphs
- Covariate assisted screening and estimation
- Transposable regularized covariance models with an application to missing data imputation
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models1
- Approximate EM algorithm for sparse estimation of multivariate location-scale mixture of normals
- Edge selection for undirected graphs
- High-dimensional consistency in score-based and hybrid structure learning
- Efficient distributed differential network estimation
- Region selection in Markov random fields: Gaussian case
- Joint Bayesian variable and graph selection for regression models with network-structured predictors
- Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
- High-dimensional differential networks with sparsity and reduced-rank
- Maximum a posteriori estimation in graphical models using local linear approximation
- Concentration of a sparse Bayesian model with horseshoe prior in estimating high-dimensional precision matrix
- Decorrelated nearest shrunken centroids for tensor data
- Learning with symmetric positive definite matrices via generalized Bures-Wasserstein geometry
- Calibration of spatiotemporal forecasts from citizen science urban air pollution data with sparse recurrent neural networks
- Bayesian modeling of interaction between features in sparse multivariate count data with application to microbiome study
- Compressed spectral screening for large-scale differential correlation analysis with application in selecting glioblastoma gene modules
- Objective Bayes model selection of Gaussian interventional essential graphs for the identification of signaling pathways
- Scalable Bayesian matrix normal graphical models for brain functional networks
- Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications
- Sparse estimation of conditional graphical models with application to gene networks
- Joint semiparametric kernel network regression
- Data science, big data and statistics
- Ridge estimation of inverse covariance matrices from high-dimensional data
- On Joint Estimation of Gaussian Graphical Models for Spatial and Temporal Data
- Approximation accuracy, gradient methods, and error bound for structured convex optimization
- Model selection and local geometry
- Functional Graphical Models
- scientific article; zbMATH DE number 7626789 (Why is no real title available?)
- Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
- Dependence in elliptical partial correlation graphs
- Combinatorial inference for graphical models
This page was built for publication: Sparse inverse covariance estimation with the graphical lasso
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q150076)
