Pages that link to "Item:Q1952214"

The following pages link to High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (Q1952214):

Displaying 50 items.

• Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
• Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
• Latent variable graphical model selection via convex optimization (Q132216) (← links)
• Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
• Tuning-Free Heterogeneity Pursuit in Massive Networks (Q148592) (← links)
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
• Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
• Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
• Worst possible sub-directions in high-dimensional models (Q268764) (← links)
• Regularity properties for sparse regression (Q279682) (← links)
• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
• Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
• Joint estimation of precision matrices in heterogeneous populations (Q302425) (← links)
• Learning loopy graphical models with latent variables: efficient methods and guarantees (Q355078) (← links)
• Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
• Prediction in abundant high-dimensional linear regression (Q391850) (← links)
• Learning a factor model via regularized PCA (Q399883) (← links)
• Berry-Esseen bounds for estimating undirected graphs (Q405339) (← links)
• Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
• On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922) (← links)
• Reduced-rank multi-label classification (Q517398) (← links)
• Estimation of high-dimensional low-rank matrices (Q548539) (← links)
• Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
• Interpreting latent variables in factor models via convex optimization (Q681494) (← links)
• High-dimensional structure estimation in Ising models: local separation criterion (Q693728) (← links)
• Optimal rates of convergence for sparse covariance matrix estimation (Q741791) (← links)
• Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
• Estimating heterogeneous graphical models for discrete data with an application to roll call voting (Q746672) (← links)
• Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances (Q829714) (← links)
• A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← 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)
• Edge detection in sparse Gaussian graphical models (Q1615220) (← links)
• Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
• A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
• Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
• The cluster graphical Lasso for improved estimation of Gaussian graphical models (Q1623817) (← links)
• Adjusted regularization in latent graphical models: application to multiple-neuron spike count data (Q1624826) (← links)
• Sample size determination for high dimensional parameter estimation with application to biomarker identification (Q1662060) (← links)
• Local conditional and marginal approach to parameter estimation in discrete graphical models (Q1686239) (← links)
• Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models (Q1704016) (← links)
• Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
• Combinatorial inference for graphical models (Q1731056) (← links)
• Robust covariance estimation for approximate factor models (Q1739628) (← links)
• An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
• An exponential inequality for U-statistics under mixing conditions (Q1745277) (← links)
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)