A fast iterative algorithm for high-dimensional differential network
type: Item
instance of: scholarly article
title: A fast iterative algorithm for high-dimensional differential network
zbMATH Open document ID: 1505.62398
author: Zhou Tang
author: Zhangsheng Yu
author: Cheng Wang
published in: Computational Statistics
publication date: 2020-05-28T00:00:00Z
full work available at URL: https://arxiv.org/abs/1901.07150
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H22
zbMATH DE Number: 7206114
zbMATH Keywords: ADMM
zbMATH Keywords: differential network
zbMATH Keywords: Gaussian graphical model
zbMATH Keywords: high-dimensional data
zbMATH Keywords: precision matrix
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2968096253
arXiv ID: 1901.07150
cites work: Q4420195
cites work: A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
cites work: Regularized estimation of large covariance matrices
cites work: Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
cites work: Adaptive Thresholding for Sparse Covariance Matrix Estimation
cites work: A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
cites work: An overview of the estimation of large covariance and precision matrices
cites work: Sparse inverse covariance estimation with the graphical lasso
cites work: Joint estimation of multiple graphical models
cites work: Q4558173
cites work: Inferring multiple graphical structures
cites work: Sparse Quadratic Discriminant Analysis For High Dimensional Data
cites work: The nonparanormal: semiparametric estimation of high dimensional undirected graphs
cites work: High-dimensional graphs and variable selection with the Lasso
cites work: Q3320132
cites work: Generalized Thresholding of Large Covariance Matrices
cites work: Q4864293
cites work: Regularized rank-based estimation of high-dimensional nonparanormal graphical models
cites work: Differential network analysis via lasso penalized D-trace loss
cites work: Sparse precision matrix estimation via lasso penalized D-trace loss
cites work: Direct estimation of differential networks
cites work: Multiple Matrix Gaussian Graphs Estimation
cites work: One-step sparse estimates in nonconcave penalized likelihood models
Wikidata QID: Q127371705
DOI: 10.1007/S00180-019-00915-W
description: scientific article