Sparsistency and rates of convergence in large covariance matrix estimation

26 November 2007

Papers citing "Sparsistency and rates of convergence in large covariance matrix estimation"

46 / 46 papers shown

Title
Learning Multi-Attribute Differential Graphs with Non-Convex Penalties Jitendra K Tugnait 21 0 0 14 May 2025
The Wreaths of KHAN: Uniform Graph Feature Selection with False Discovery Rate Control Jiajun Liang Yue Liu Doudou Zhou Sinian Zhang Junwei Lu 46 0 0 18 Mar 2024
Knowledge Graph Embedding with Electronic Health Records Data via Latent Graphical Block Model Junwei Lu Jin Yin Tianxi Cai 21 3 0 31 May 2023
High-Dimensional Undirected Graphical Models for Arbitrary Mixed Data Konstantin Göbler Anne Miloschewski Mathias Drton S. Mukherjee 19 2 0 21 Nov 2022
Transfer learning for tensor Gaussian graphical models Mingyang Ren Yao Zhen Junhui Wang 19 1 0 17 Nov 2022
Covariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails Pedro Abdalla Nikita Zhivotovskiy 30 25 0 17 May 2022
Sparse-Group Log-Sum Penalized Graphical Model Learning For Time Series Jitendra Tugnait 15 6 0 29 Apr 2022
Bayesian Nonlinear Models for Repeated Measurement Data: An Overview, Implementation, and Applications Se Yoon Lee 17 18 0 28 Jan 2022
On Sparse High-Dimensional Graphical Model Learning For Dependent Time Series Jitendra Tugnait CML 23 13 0 15 Nov 2021
Joint Functional Gaussian Graphical Models Ilias Moysidis Bing Li 27 3 0 13 Oct 2021
Learning Sparse Graph with Minimax Concave Penalty under Gaussian Markov Random Fields Tatsuya Koyakumaru M. Yukawa Eduardo Pavez Antonio Ortega 27 8 0 17 Sep 2021
High-dimensional Precision Matrix Estimation with a Known Graphical Structure Thi-Tinh-Minh Le Pingshou Zhong 22 6 0 28 Jun 2021
Learning Gaussian Graphical Models with Latent Confounders Ke Wang Alexander M. Franks Sang-Yun Oh CML 24 2 0 14 May 2021
Scalable Inference of Sparsely-changing Markov Random Fields with Strong Statistical Guarantees S. Fattahi A. Gómez 21 5 0 06 Feb 2021
Sparse sketches with small inversion bias Michal Derezinski Zhenyu Liao Yan Sun Michael W. Mahoney 23 21 0 21 Nov 2020
Learning Graph Laplacian with MCP Yangjing Zhang Kim-Chuan Toh Defeng Sun 35 8 0 22 Oct 2020
CDPA: Common and Distinctive Pattern Analysis between High-dimensional Datasets Hai Shu Zhe Qu 11 1 0 20 Dec 2019
PANDA: AdaPtive Noisy Data Augmentation for Regularization of Undirected Graphical Models Yinan Li Xiao Liu Fang Liu 29 7 0 11 Oct 2018
A Survey on Nonconvex Regularization Based Sparse and Low-Rank Recovery in Signal Processing, Statistics, and Machine Learning Fei Wen L. Chu Peilin Liu Robert C. Qiu 23 153 0 16 Aug 2018
Estimating Time-Varying Graphical Models Jilei Yang Jie Peng 29 36 0 11 Apr 2018
An Improved Modified Cholesky Decomposition Method for Precision Matrix Estimation Xiaoning Kang Xinwei Deng 34 27 0 14 Oct 2017
Embracing the Blessing of Dimensionality in Factor Models Quefeng Li Guang Cheng Jianqing Fan Yuyan Wang 27 34 0 25 Oct 2016
Joint Estimation of Multiple Dependent Gaussian Graphical Models with Applications to Mouse Genomics Yuying Xie Yufeng Liu W. Valdar 22 26 0 30 Aug 2016
Graph-Guided Banding of the Covariance Matrix Jacob Bien 11 6 0 01 Jun 2016
Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries Stanislav Minsker 32 103 0 23 May 2016
A constrained L1 minimization approach for estimating multiple Sparse Gaussian or Nonparanormal Graphical Models Beilun Wang Ritambhara Singh Yanjun Qi 19 45 0 11 May 2016
Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model Mengjie Chen Chao Gao Zhao Ren 25 165 0 01 Jun 2015
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 34 20 0 16 Dec 2014
$Sparsistency of $\ell_1$-Regularized $M$-Estimators$ Sparsistency of $\ell_1$ -Regularized $M$ -Estimators Yen-Huan Li Jonathan Scarlett Pradeep Ravikumar V. Cevher 36 21 0 28 Oct 2014
Sparse and compositionally robust inference of microbial ecological networks Zachary D. Kurtz Christian L. Müller Emily R. Miraldi D. Littman M. Blaser Richard Bonneau 29 1,224 0 18 Aug 2014
L0 Sparse Inverse Covariance Estimation G. Marjanovic Alfred Hero 19 38 0 05 Aug 2014
Sure Screening for Gaussian Graphical Models S. Luo R. Song Daniela Witten 29 22 0 29 Jul 2014
Covariance and precision matrix estimation for high-dimensional time series Xiaohui Chen Mengyu Xu Wei Biao Wu AI4TS 62 146 0 06 Jan 2014
Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model Mengjie Chen Zhao Ren Hongyu Zhao Harrison H. Zhou 22 59 0 23 Sep 2013
The Cluster Graphical Lasso for improved estimation of Gaussian graphical models Kean Ming Tan Daniela Witten Ali Shojaie 70 71 0 19 Jul 2013
High-dimensional Mixed Graphical Models Jie Cheng Tianxi Li Elizaveta Levina Ji Zhu 54 78 0 09 Apr 2013
Strong oracle optimality of folded concave penalized estimation Jianqing Fan Lingzhou Xue H. Zou 45 302 0 22 Oct 2012
Gemini: Graph estimation with matrix variate normal instances Shuheng Zhou 64 105 0 23 Sep 2012
Sparse Matrix Inversion with Scaled Lasso Tingni Sun Cun-Hui Zhang 53 166 0 13 Feb 2012
High-Dimensional Gaussian Graphical Model Selection: Walk Summability and Local Separation Criterion Anima Anandkumar Vincent Y. F. Tan A. Willsky 48 90 0 06 Jul 2011
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 63 472 0 19 Oct 2010
Group Lasso estimation of high-dimensional covariance matrices Jérémie Bigot R. Biscay Jean-Michel Loubes Lilian Muñiz Alvarez 95 14 0 08 Oct 2010
High-dimensional covariance estimation based on Gaussian graphical models Shuheng Zhou Philipp Rütimann Min Xu Peter Buhlmann 92 91 0 02 Sep 2010
Penalized Likelihood Methods for Estimation of Sparse High Dimensional Directed Acyclic Graphs Ali Shojaie George Michailidis CML 81 200 0 28 Nov 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 49 1,263 0 20 Jan 2009
$High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence$ High-dimensional covariance estimation by minimizing $\ell_1$ -penalized log-determinant divergence Pradeep Ravikumar Martin J. Wainwright Garvesh Raskutti Bin Yu 89 869 0 21 Nov 2008