Pages that link to "Item:Q1043730"
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The following pages link to Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730):
Displaying 50 items.
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data (Q80801) (← links)
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← links)
- Estimation of high-dimensional partially-observed discrete Markov random fields (Q470504) (← links)
- On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
- Optimal rates of convergence for sparse covariance matrix estimation (Q741791) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- Promote sign consistency in the joint estimation of precision matrices (Q830115) (← links)
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- Conditional score matching for high-dimensional partial graphical models (Q830589) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Edge detection in sparse Gaussian graphical models (Q1615220) (← links)
- The cluster graphical Lasso for improved estimation of Gaussian graphical models (Q1623817) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
- Perturbations and projections of Kalman-Bucy semigroups (Q1660302) (← links)
- Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← links)
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models (Q1698844) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Combinatorial inference for graphical models (Q1731056) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Testing independence with high-dimensional correlated samples (Q1750290) (← links)
- Power-law partial correlation network models (Q1786580) (← links)
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data (Q1795586) (← links)
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
- Monitoring the covariance matrix with fewer observations than variables (Q1800078) (← links)
- Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
