Pages that link to "Item:Q993250"

The following pages link to Transposable regularized covariance models with an application to missing data imputation (Q993250):

Displaying 37 items.

• A Penalized Likelihood Method for Classification With Matrix-Valued Predictors (Q149263) (← links)
• Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
• Recovering networks from distance data (Q374126) (← links)
• Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
• Sampling, denoising and compression of matrices by coherent matrix organization (Q448484) (← links)
• Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure (Q900816) (← links)
• Transposable regularized covariance models with an application to missing data imputation (Q993250) (← links)
• An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing (Q1661328) (← links)
• Mixed Hölder matrix discovery via wavelet shrinkage and Calderón-Zygmund decompositions (Q1669061) (← links)
• Consistency of large dimensional sample covariance matrix under weak dependence (Q1731211) (← links)
• The mixed Lipschitz space and its dual for tree metrics (Q1742818) (← links)
• Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
• Detecting column dependence when rows are correlated and estimating the strength of the row correlation (Q1952113) (← links)
• Existence and uniqueness of the Kronecker covariance MLE (Q2054526) (← links)
• Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
• Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series (Q2080360) (← links)
• Testing high-dimensional mean vector with applications. A normal reference approach (Q2165834) (← links)
• Autoregressive identification of Kronecker graphical models (Q2207183) (← links)
• Gemini: graph estimation with matrix variate normal instances (Q2249840) (← links)
• PLS for Big Data: a unified parallel algorithm for regularised group PLS (Q2323935) (← links)
• Graphical model selection and estimation for high dimensional tensor data (Q2451627) (← links)
• Separable factor analysis with applications to mortality data (Q2453659) (← links)
• A constrained matrix-variate Gaussian process for transposable data (Q2512899) (← links)
• Kronecker-structured covariance models for multiway data (Q2678238) (← links)
• Testing the mean matrix in high‐dimensional transposable data (Q3465741) (← links)
• Sparse Matrix Graphical Models (Q4648565) (← links)
• A Generalized Least-Square Matrix Decomposition (Q4975339) (← links)
• Maximum Likelihood Estimation for Matrix Normal Models via Quiver Representations (Q5001673) (← links)
• (Q5053183) (← links)
• Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls (Q5155179) (← links)
• Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
• Inferring Phenotypic Trait Evolution on Large Trees With Many Incomplete Measurements (Q5885096) (← links)
• Scalable Bayesian matrix normal graphical models for brain functional networks (Q6050951) (← links)
• Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis (Q6079973) (← links)
• Co-clustering of spatially resolved transcriptomic data (Q6161883) (← links)
• Concentration of measure bounds for matrix-variate data with missing values (Q6178556) (← links)
• Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices (Q6635581) (← links)