Pages that link to "Item:Q3512676"
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The following pages link to Model selection and estimation in the Gaussian graphical model (Q3512676):
Displaying 50 items.
- Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
- A general algorithm for covariance modeling of discrete data (Q113808) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- On generating random Gaussian graphical models (Q135242) (← links)
- Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← 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)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← 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)
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
- Joint estimation of precision matrices in heterogeneous populations (Q302425) (← links)
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Graphical models via joint quantile regression with component selection (Q321929) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Fast alternating linearization methods for minimizing the sum of two convex functions (Q378095) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Prediction in abundant high-dimensional linear regression (Q391850) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- Learning a factor model via regularized PCA (Q399883) (← links)
- Berry-Esseen bounds for estimating undirected graphs (Q405339) (← 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)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- Estimation of high-dimensional partially-observed discrete Markov random fields (Q470504) (← links)
- Bayesian sparse graphical models for classification with application to protein expression data (Q484003) (← links)
- On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions (Q507334) (← links)
- Bayesian graphical models for differential pathways (Q516442) (← links)
- An extragradient-based alternating direction method for convex minimization (Q525598) (← links)
- Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← 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)
- The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
- Distribution-free tests of mean vectors and covariance matrices for multivariate paired data (Q715492) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
