Two Gaussian regularization methods for time-varying networks

DOI10.1007/S13253-023-00591-WMaRDI QIDQ7006922zbMATH OpenFDO

Authors Jie Jian, Peijun Sang, Mu Zhu

Publication date 27 March 2025

Published in Journal of Agricultural, Biological, and Environmental Statistics (Search for Journal in Brave)

zbMATH Keywords

model selectionsparse Gaussian graphical modelsgeneralized elastic netblock ADMM algorithmgeneralized fused LASSO

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites work

• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A note on the Lasso for Gaussian graphical model selection
• A novel robust estimation for high-dimensional precision matrices
• Analysis of noisy survival data with graphical proportional hazards measurement error models
• Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
• Degrees of freedom in lasso problems
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Estimating Time-Varying Graphical Models
• Estimating time-varying networks
• Graph estimation with joint additive models
• Graphical models via univariate exponential family distributions
• High-dimensional graphs and variable selection with the Lasso
• Model selection and estimation in the Gaussian graphical model
• On the ``degrees of freedom of the lasso
• On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices
• Partial correlation estimation by joint sparse regression models
• Regularization and Variable Selection Via the Elastic Net
• Selection and estimation for mixed graphical models
• Sparse inverse covariance estimation with the graphical lasso
• Sparsity and Smoothness Via the Fused Lasso
• Split Bregman method for large scale fused Lasso
• Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
• The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
• The solution path of the generalized lasso
• Time varying undirected graphs
• Time-varying estimation and dynamic model selection with an application of network data
• Two-way sparsity for time-varying networks with applications in genomics

This page was built for publication: Two Gaussian regularization methods for time-varying networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7006922)