Pages that link to "Item:Q2813897"

The following pages link to Efficient estimation of covariance selection models (Q2813897):

Displaying 50 items.

• High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
• Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
• Reference priors for linear models with general covariance structures (Q433785) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Bayesian sparse graphical models for classification with application to protein expression data (Q484003) (← links)
• Bayesian graphical models for differential pathways (Q516442) (← links)
• Learning Gaussian graphical models with fractional marginal pseudo-likelihood (Q518603) (← links)
• An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection (Q621755) (← links)
• Copula Gaussian graphical models and their application to modeling functional disability data (Q641151) (← links)
• A block coordinate gradient descent method for regularized convex separable optimization and covariance selection (Q644904) (← links)
• The cost of using decomposable Gaussian graphical models for computational convenience (Q693257) (← links)
• An empirical Bayes procedure for the selection of Gaussian graphical models (Q693346) (← links)
• Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach (Q716165) (← links)
• The performance of covariance selection methods that consider decomposable models only (Q899046) (← links)
• Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522) (← links)
• Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
• Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
• Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
• Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
• Efficient Bayesian regularization for graphical model selection (Q1738143) (← links)
• Model uncertainty (Q1766316) (← links)
• A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
• An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
• Sparse permutation invariant covariance estimation (Q1951760) (← links)
• Bayesian Lasso with neighborhood regression method for Gaussian graphical model (Q2013049) (← links)
• Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
• Efficient sampling in spectrahedra and volume approximation (Q2144244) (← links)
• Parametrising correlation matrices (Q2181727) (← links)
• Bayesian inference in nonparanormal graphical models (Q2226690) (← links)
• Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
• Bayesian estimation of large precision matrix based on Cholesky decomposition (Q2311706) (← links)
• Experiments in stochastic computation for high-dimensional graphical models (Q2381758) (← links)
• Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
• Estimation of the multivariate normal precision and covariance matrices in a star-shape model (Q2501353) (← links)
• Bayesian sparse covariance decomposition with a graphical structure (Q2631381) (← links)
• Bayesian analysis of nonparanormal graphical models using rank-likelihood (Q2676906) (← links)
• Inferring network structure in non-normal and mixed discrete-continuous genomic data (Q3119823) (← links)
• Prediction and Inference With Missing Data in Patient Alert Systems (Q3304829) (← links)
• GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS (Q3429840) (← links)
• Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models (Q3557575) (← links)
• Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm (Q3615028) (← links)
• Modeling Protein Expression and Protein Signaling Pathways (Q4904715) (← links)
• (Q4969140) (← links)
• The shape of partial correlation matrices (Q5079819) (← links)
• LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
• Double shrinkage estimators for large sparse covariance matrices (Q5220803) (← links)
• Bayesian Hierarchical Spatially Correlated Functional Data Analysis with Application to Colon Carcinogenesis (Q5450455) (← links)
• Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105) (← links)
• Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model (Q5485114) (← links)
• Bayesian Covariance Selection in Generalized Linear Mixed Models (Q5492082) (← links)