Pages that link to "Item:Q3609013"

The following pages link to First-Order Methods for Sparse Covariance Selection (Q3609013):

Displaying 50 items.

• Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
• Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← 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)
• On how to solve large-scale log-determinant optimization problems (Q288409) (← links)
• Joint estimation of precision matrices in heterogeneous populations (Q302425) (← links)
• An optimal method for stochastic composite optimization (Q431018) (← links)
• Estimation of high-dimensional partially-observed discrete Markov random fields (Q470504) (← links)
• The matrix pencil nearness problem in structural dynamic model updating (Q525260) (← 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)
• Barrier subgradient method (Q633113) (← links)
• A block coordinate gradient descent method for regularized convex separable optimization and covariance selection (Q644904) (← links)
• Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
• A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
• High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
• Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930) (← links)
• Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
• Covariance regularization by thresholding (Q1000302) (← links)
• Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
• Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
• Adjusted regularization of cortical covariance (Q1628355) (← links)
• On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
• Monitoring the covariance matrix with fewer observations than variables (Q1800078) (← links)
• Group symmetry and covariance regularization (Q1950873) (← links)
• Sparse permutation invariant covariance estimation (Q1951760) (← links)
• High dimensional sparse covariance estimation via directed acyclic graphs (Q1952020) (← links)
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (Q1952214) (← links)
• A dual spectral projected gradient method for log-determinant semidefinite problems (Q1986103) (← links)
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
• Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints (Q2059164) (← links)
• Simplicial and minimal-variance distances in multivariate data analysis (Q2074654) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Bayesian inference in nonparanormal graphical models (Q2226690) (← links)
• Fast and adaptive sparse precision matrix estimation in high dimensions (Q2256755) (← links)
• Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
• Alternating direction method for covariance selection models (Q2276406) (← links)
• Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• Selecting the tuning parameter in penalized Gaussian graphical models (Q2329783) (← links)
• Do semidefinite relaxations solve sparse PCA up to the information limit? (Q2352742) (← links)
• A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix (Q2404966) (← links)
• D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
• Accelerated randomized mirror descent algorithms for composite non-strongly convex optimization (Q2420797) (← links)
• Structural properties of affine sparsity constraints (Q2425165) (← links)
• Structure estimation for discrete graphical models: generalized covariance matrices and their inverses (Q2443211) (← links)
• Regularized estimation of large covariance matrices (Q2477058) (← links)