Pages that link to "Item:Q3095179"
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The following pages link to A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation (Q3095179):
Displayed 50 items.
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- On generating random Gaussian graphical models (Q135242) (← links)
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← 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)
- Higher criticism for large-scale inference, especially for rare and weak effects (Q254401) (← links)
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← 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)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Geometric inference for general high-dimensional linear inverse problems (Q309721) (← 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)
- PCA consistency for the power spiked model in high-dimensional settings (Q391897) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- High-dimensional sparse MANOVA (Q406532) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) (← 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)
- Promote sign consistency in the joint estimation of precision matrices (Q830115) (← links)
- Bayesian regularization of Gaussian graphical models with measurement error (Q830423) (← links)
- Model-free variable selection for conditional mean in regression (Q830544) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Optimal variable selection in multi-group sparse discriminant analysis (Q887251) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Network assisted analysis to reveal the genetic basis of autism (Q902933) (← links)
- Edge detection in sparse Gaussian graphical models (Q1615220) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- The cluster graphical Lasso for improved estimation of Gaussian graphical models (Q1623817) (← links)
- A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
- A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints (Q1639715) (← links)
- High dimensional Gaussian copula graphical model with FDR control (Q1658182) (← links)
- Robust estimation of precision matrices under cellwise contamination (Q1660231) (← links)
- Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)