The following pages link to (Q3096116):
Displayed 50 items.
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data (Q80801) (← links)
- Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
- Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
- An inexact successive quadratic approximation method for L-1 regularized optimization (Q301652) (← links)
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks (Q306638) (← links)
- Sparse factor model for co-expression networks with an application using prior biological knowledge (Q306641) (← links)
- Multivariate Bernoulli distribution (Q373541) (← links)
- Fast alternating linearization methods for minimizing the sum of two convex functions (Q378095) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- Learning a factor model via regularized PCA (Q399883) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← 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)
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- The convergence rate of the proximal alternating direction method of multipliers with indefinite proximal regularization (Q504566) (← links)
- An extragradient-based alternating direction method for convex minimization (Q525598) (← links)
- Approximation accuracy, gradient methods, and error bound for structured convex optimization (Q607498) (← links)
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection (Q621755) (← links)
- Inferring multiple graphical structures (Q637986) (← links)
- Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions (Q641155) (← links)
- Modeling item-item similarities for personalized recommendations on Yahoo! front page (Q652346) (← links)
- Numerical methods for \(A\)-optimal designs with a sparsity constraint for ill-posed inverse problems (Q694600) (← 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)
- Computational implications of reducing data to sufficient statistics (Q887274) (← links)
- High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← links)
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression (Q973867) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Estimating time-varying networks (Q977626) (← links)
- Sparse and low-rank matrix regularization for learning time-varying Markov networks (Q1689602) (← links)
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models (Q1698844) (← links)
- Inferring large graphs using \(\ell_1\)-penalized likelihood (Q1704026) (← links)
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984) (← links)
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
- Fitting very large sparse Gaussian graphical models (Q1927038) (← links)
- Adaptive covariance matrix estimation through block thresholding (Q1940765) (← links)
- High-dimensional semiparametric Gaussian copula graphical models (Q1940774) (← links)
- Estimating networks with jumps (Q1950892) (← links)
- The graphical lasso: new insights and alternatives (Q1950894) (← links)
- Estimation of Gaussian graphs by model selection (Q1951762) (← links)
- Inferring sparse Gaussian graphical models with latent structure (Q1951974) (← links)
- High dimensional sparse covariance estimation via directed acyclic graphs (Q1952020) (← links)
- Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
- Time varying undirected graphs (Q1959601) (← links)
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model (Q2013049) (← links)