Sparse permutation invariant covariance estimation

Sparse permutation invariant covariance estimation

31 January 2008

Adam J. Rothman

Peter J. Bickel

Elizaveta Levina

Papers citing "Sparse permutation invariant covariance estimation"

10 / 10 papers shown

Title
Clusterpath Gaussian Graphical Modeling Daniel J. W. Touw A. Alfons Patrick J. F. Groenen I. Wilms 69 0 0 30 Jun 2024
Network reconstruction via the minimum description length principle Tiago P. Peixoto 52 5 0 02 May 2024
Integer Programming for Learning Directed Acyclic Graphs from Non-identifiable Gaussian Models Tong Xu Armeen Taeb Simge Kuccukyavuz Ali Shojaie CML 75 1 0 19 Apr 2024
Joint Estimation of Precision Matrices in Heterogeneous Populations Takumi Saegusa Ali Shojaie 102 56 0 02 Jan 2016
Sparse Principal Components Analysis Iain M. Johnstone A. Lu 87 212 0 28 Jan 2009
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 132 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 147 1,270 0 20 Jan 2009
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 89 1,384 0 13 Mar 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 164 608 0 26 Nov 2007
Pathwise coordinate optimization J. Friedman Trevor Hastie Holger Hofling Robert Tibshirani 169 2,052 0 10 Aug 2007