$High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence$

High-dimensional covariance estimation by minimizing $\ell_1$ -penalized log-determinant divergence

21 November 2008

Papers citing "High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence"

50 / 335 papers shown

Title
Bayesian Regularization for Graphical Models with Unequal Shrinkage Lingrui Gan N. Narisetty Feng Liang 22 62 0 06 May 2018
Estimating Time-Varying Graphical Models Jilei Yang Jie Peng 29 36 0 11 Apr 2018
High-Dimensional Joint Estimation of Multiple Directed Gaussian Graphical Models Yuhao Wang Santiago Segarra Caroline Uhler 38 25 0 03 Apr 2018
Learning discrete Bayesian networks in polynomial time and sample complexity Adarsh Barik Jean Honorio TPM 18 0 0 12 Mar 2018
Joint Estimation and Inference for Data Integration Problems based on Multiple Multi-layered Gaussian Graphical Models S. Majumdar George Michailidis 11 4 0 09 Mar 2018
Graph Learning from Filtered Signals: Graph System and Diffusion Kernel Identification Hilmi E. Egilmez Eduardo Pavez Antonio Ortega 27 66 0 07 Mar 2018
Large-Scale Sparse Inverse Covariance Estimation via Thresholding and Max-Det Matrix Completion Richard Y. Zhang S. Fattahi Somayeh Sojoudi 13 30 0 14 Feb 2018
Latent Variable Time-varying Network Inference Federico Tomasi Veronica Tozzo Saverio Salzo A. Verri CML 13 20 0 12 Feb 2018
Region Detection in Markov Random Fields: Gaussian Case I. Soloveychik Vahid Tarokh 21 2 0 12 Feb 2018
Inference in high-dimensional graphical models Jana Janková Sara van de Geer 14 65 0 25 Jan 2018
Minimax Estimation of Large Precision Matrices with Bandable Cholesky Factor Yu Liu Zhao Ren 12 11 0 27 Dec 2017
Multiple Changepoint Estimation in High-Dimensional Gaussian Graphical Models A. Gibberd S. Roy 21 25 0 15 Dec 2017
Sparse Inverse Covariance Estimation for Chordal Structures S. Fattahi Richard Y. Zhang Somayeh Sojoudi 21 7 0 24 Nov 2017
Fast and Scalable Learning of Sparse Changes in High-Dimensional Gaussian Graphical Model Structure Beilun Wang Arshdeep Sekhon Yanjun Qi 15 10 0 30 Oct 2017
Online linear optimization with the log-determinant regularizer Ken-ichiro Moridomi Kohei Hatano Eiji Takimoto 17 6 0 27 Oct 2017
Maximum Regularized Likelihood Estimators: A General Prediction Theory and Applications Rui Zhuang Johannes Lederer 13 15 0 09 Oct 2017
Projective, Sparse, and Learnable Latent Position Network Models Neil A. Spencer C. Shalizi 21 3 0 27 Sep 2017
Exact Camera Location Recovery by Least Unsquared Deviations Gilad Lerman Yunpeng Shi Teng Zhang 46 6 0 27 Sep 2017
Inter-Subject Analysis: Inferring Sparse Interactions with Dense Intra-Graphs Cong Ma Junwei Lu Han Liu 8 8 0 20 Sep 2017
Property Testing in High Dimensional Ising models Matey Neykov Han Liu 24 20 0 20 Sep 2017
Variational Gaussian Approximation for Poisson Data Simon Arridge Kazufumi Ito Bangti Jin Chen Zhang 6 22 0 18 Sep 2017
Graphical Lasso and Thresholding: Equivalence and Closed-form Solutions S. Fattahi Somayeh Sojoudi 108 36 0 30 Aug 2017
Adaptive Inferential Method for Monotone Graph Invariants Junwei Lu Matey Neykov Han Liu 19 4 0 28 Jul 2017
Regularization of the Kernel Matrix via Covariance Matrix Shrinkage Estimation Tomer Lancewicki 20 4 0 19 Jul 2017
Learning linear structural equation models in polynomial time and sample complexity Asish Ghoshal Jean Honorio CML 31 83 0 15 Jul 2017
Gaussian Graphical Models: An Algebraic and Geometric Perspective Caroline Uhler 22 36 0 13 Jul 2017
Fast Algorithms for Learning Latent Variables in Graphical Models Mohammadreza Soltani C. Hegde CML 15 2 0 27 Jun 2017
Graphical Nonconvex Optimization for Optimal Estimation in Gaussian Graphical Models Qiang Sun Kean Ming Tan Han Liu Tong Zhang 8 8 0 04 Jun 2017
Computationally and statistically efficient learning of causal Bayes nets using path queries Kevin Bello Jean Honorio CML 8 1 0 02 Jun 2017
Learning Graphs with Monotone Topology Properties and Multiple Connected Components Eduardo Pavez Hilmi E. Egilmez Antonio Ortega 31 54 0 31 May 2017
Learning Quadratic Variance Function (QVF) DAG models via OverDispersion Scoring (ODS) G. Park Garvesh Raskutti CML 16 44 0 28 Apr 2017
Learning Identifiable Gaussian Bayesian Networks in Polynomial Time and Sample Complexity Asish Ghoshal Jean Honorio CML TPM 32 55 0 03 Mar 2017
Speeding Up Latent Variable Gaussian Graphical Model Estimation via Nonconvex Optimizations Pan Xu Jian Ma Quanquan Gu CML 16 22 0 28 Feb 2017
A Fast and Scalable Joint Estimator for Learning Multiple Related Sparse Gaussian Graphical Models Beilun Wang Ji Gao Yanjun Qi 18 9 0 09 Feb 2017
On the Sample Complexity of Graphical Model Selection for Non-Stationary Processes Nguyen Tran Quang Oleksii Abramenko A. Jung 17 4 0 17 Jan 2017
Communication-efficient Distributed Estimation and Inference for Transelliptical Graphical Models Pan Xu Lu Tian Quanquan Gu FedML 16 7 0 29 Dec 2016
Regularized maximum likelihood estimation of covariance matrices of elliptical distributions C. Culan C. Adnet 14 1 0 30 Nov 2016
A Nodewise Regression Approach to Estimating Large Portfolios Laurent Callot Mehmet Caner Esra Ulaşan A. Onder 21 2 0 22 Nov 2016
Graph Learning from Data under Structural and Laplacian Constraints Hilmi E. Egilmez Eduardo Pavez Antonio Ortega 32 42 0 16 Nov 2016
Joint mean and covariance estimation with unreplicated matrix-variate data Michael Hornstein Roger Fan K. Shedden Shuheng Zhou 21 13 0 13 Nov 2016
A Local Inverse Formula and a Factorization G. Strang S. MacNamara 13 1 0 04 Oct 2016
Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications Xiaohui Chen 10 56 0 30 Sep 2016
An Exponential Inequality for U-Statistics under Mixing Conditions Fang Han 22 24 0 22 Sep 2016
Tensor Graphical Model: Non-convex Optimization and Statistical Inference Xiang Lyu W. Sun Zhaoran Wang Han Liu Jian Yang Guang Cheng CML 13 0 0 15 Sep 2016
Learning Temporal Dependence from Time-Series Data with Latent Variables Hossein Hosseini Sreeram Kannan Baosen Zhang Radha Poovendran AI4TS CML 19 5 0 27 Aug 2016
Combinatorial Inference for Graphical Models Matey Neykov Junwei Lu Han Liu TPM 11 21 0 10 Aug 2016
Lower Bounds on Active Learning for Graphical Model Selection Jonathan Scarlett V. Cevher 33 8 0 08 Jul 2016
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk A. Belloni Mingli Chen Victor Chernozhukov 17 7 0 01 Jul 2016
A review of Gaussian Markov models for conditional independence Irene Córdoba-Sánchez C. Bielza P. Larrañaga VLM 24 0 0 23 Jun 2016
Generalized Direct Change Estimation in Ising Model Structure F. Fazayeli A. Banerjee 40 26 0 16 Jun 2016