Regularized estimation of large covariance matrices

13 March 2008

Elizaveta Levina

Papers citing "Regularized estimation of large covariance matrices"

5 / 5 papers shown

Title
Quantum Annealing for Robust Principal Component Analysis Ian Tomeo Panos P. Markopoulos Andreas Savakis 82 0 0 28 Jan 2025
Learning the hub graphical Lasso model with the structured sparsity via an efficient algorithm Chengjing Wang Peipei Tang Wen-Bin He Meixia Lin 58 0 0 17 Aug 2023
Graph Learning Across Data Silos Xiang Zhang Qiao Wang 111 1 0 17 Jan 2023
Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation Konstantinos Benidis Ying Sun P. Babu Daniel P. Palomar 113 56 0 12 Feb 2016
Sparse Principal Components Analysis Iain M. Johnstone A. Lu 87 212 0 28 Jan 2009