The following pages link to (Q3096116):
Displaying 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)
- The Generalized Ridge Estimator of the Inverse Covariance Matrix (Q108070) (← 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)
- Stochastic primal dual fixed point method for composite optimization (Q777039) (← 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)
- Robust methods for inferring sparse network structures (Q1615086) (← links)
- A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
- A joint convex penalty for inverse covariance matrix estimation (Q1623469) (← 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)
- Stochastic accelerated alternating direction method of multipliers with importance sampling (Q1626518) (← links)
- Adjusted regularization of cortical covariance (Q1628355) (← links)
- Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
- Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
- Natural coordinate descent algorithm for \(\ell_1\)-penalised regression in generalised linear models (Q1659358) (← links)
- On constrained estimation of graphical time series models (Q1662855) (← links)
- Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← 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)
