The following pages link to (Q2896144):
Displaying 50 items.
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← 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)
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
- Joint estimation of precision matrices in heterogeneous populations (Q302425) (← links)
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- Discriminant analysis on high dimensional Gaussian copula model (Q310646) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
- Promote sign consistency in the joint estimation of precision matrices (Q830115) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Edge detection in sparse Gaussian graphical models (Q1615220) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- A joint convex penalty for inverse covariance matrix estimation (Q1623469) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- High dimensional Gaussian copula graphical model with FDR control (Q1658182) (← links)
- Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← links)
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Adaptive covariance matrix estimation through block thresholding (Q1940765) (← links)
- High-dimensional semiparametric Gaussian copula graphical models (Q1940774) (← links)
- Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842) (← links)
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data (Q2008637) (← links)
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model (Q2013049) (← links)
- Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models (Q2042144) (← links)
- Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
- On skewed Gaussian graphical models (Q2111068) (← links)
- Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
- Uniform joint screening for ultra-high dimensional graphical models (Q2196128) (← links)
- Certifiably optimal sparse inverse covariance estimation (Q2205987) (← links)
- Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
- Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
- Gemini: graph estimation with matrix variate normal instances (Q2249840) (← links)
- Fast and adaptive sparse precision matrix estimation in high dimensions (Q2256755) (← links)
- Quasi-Bayesian estimation of large Gaussian graphical models (Q2274970) (← links)
- Efficient computation for differential network analysis with applications to quadratic discriminant analysis (Q2291319) (← links)
- Robust regression via mutivariate regression depth (Q2295029) (← links)
- Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804) (← links)
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models (Q2304238) (← links)
- Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations (Q2322678) (← links)
- Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields (Q2341885) (← links)
