spcov
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Spcov
Cited in
(only showing first 100 items - show all)- glassoFast
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation
- Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation
- Estimating large correlation matrices for international migration
- Recent developments in high dimensional covariance estimation and its related issues, a review
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics
- Sparse estimation of high-dimensional correlation matrices
- Perturbations and projections of Kalman-Bucy semigroups
- DC programming and DCA: thirty years of developments
- Covariance estimation via sparse Kronecker structures
- Testing independence with high-dimensional correlated samples
- SIMoNe
- gRc
- glasso
- A faster generalized ADMM-based algorithm using a sequential updating scheme with relaxed step sizes for multiple-block linearly constrained separable convex programming
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
- minet
- huge
- MLPACK
- The finite sample properties of sparse M-estimators with pseudo-observations
- The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
- Detection of hubs in complex networks by the Laplacian matrix
- High-dimensional sufficient dimension reduction through principal projections
- A generative approach to modeling data with quantitative and qualitative responses
- Estimation of multivariate dependence structures via constrained maximum likelihood
- A partially proximal S-ADMM for separable convex optimization with linear constraints
- An efficient numerical method for condition number constrained covariance matrix approximation
- Testing regression coefficients in high-dimensional and sparse settings
- Forecasting mortality rate improvements with a high-dimensional VAR
- covreg
- Model-based clustering with sparse covariance matrices
- SensoMineR
- Uncertainty quantification for functional dependent random variables
- QUIC
- scout
- SigClust
- On the penalized maximum likelihood estimation of high-dimensional approximate factor model
- Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
- A one-sample test for normality with kernel methods
- colcor
- Bayesian sparse covariance decomposition with a graphical structure
- qgraph
- Differentially private precision matrix estimation
- Group-wise shrinkage estimation in penalized model-based clustering
- MENDEL
- convoSPAT
- Scaling it up: stochastic search structure learning in graphical models
- simulator
- FADA
- Knorm
- ITSM2000
- PMA
- An efficient surrogate model for emulation and physics extraction of large eddy simulations
- ragt2ridges
- A fused Lasso approach to nonstationary spatial covariance estimation
- MM Algorithms for Variance Components Models
- rags2ridges
- GSPPCA
- MIM
- CML
- PDSCE
- ssgraph
- HdBCS
- MBCbook
- OQMD
- hierband
- ggb
- sparsevar
- mixggm
- MEGAN
- cgdsr
- CCLasso
- Detecting the large entries of a sparse covariance matrix in sub-quadratic time
- On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator
- A partial PPA block-wise ADMM for multi-block linearly constrained separable convex optimization
- Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
- A Cholesky-based estimation for large-dimensional covariance matrices
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
- Nonstationary Modeling With Sparsity for Spatial Data via the Basis Graphical Lasso
- MIP-BOOST: Efficient and Effective L0 Feature Selection for Linear Regression
- An Approach to Incorporate Subsampling Into a Generic Bayesian Hierarchical Model
- Regularized covariance matrix estimation under the common principal components model
- Large system of seemingly unrelated regressions: a penalized quasi-maximum likelihood estimation perspective
- Double shrinkage estimators for large sparse covariance matrices
- Graph-guided banding of the covariance matrix
- GHS
- sparseMatEst
- Sparse covariance matrix estimation by DCA-based algorithms
- QuEST
- cvCovEst
- scola
- MatTransMix
- Sampling, metamodeling, and sensitivity analysis of numerical simulators with functional stochastic inputs
- Estimation of high-dimensional seemingly unrelated regression models
- An improved banded estimation for large covariance matrix
- Cholesky-based model averaging for covariance matrix estimation
- Exploring dimension learning via a penalized probabilistic principal component analysis
- Hint
- HellCor
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