$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
Tuning-Free Heterogeneity Pursuit in Massive Networks Zhao Ren Yongjian Kang Yingying Fan Jinchi Lv 39 2 0 13 Jun 2016
Structure Learning in Graphical Modeling Mathias Drton Marloes H. Maathuis CML 39 246 0 07 Jun 2016
Generalized Stability Approach for Regularized Graphical Models Christian L. Müller Richard Bonneau Zachary D. Kurtz 30 21 0 23 May 2016
Learning to Discover Sparse Graphical Models Eugene Belilovsky Kyle Kastner Gaël Varoquaux Matthew Blaschko CML 15 30 0 20 May 2016
Innovated scalable efficient estimation in ultra-large Gaussian graphical models Yingying Fan Jinchi Lv 16 38 0 11 May 2016
Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets S. Tajbakhsh N. Aybat E. Castillo 18 6 0 11 May 2016
Efficient Distributed Estimation of Inverse Covariance Matrices Jesús Arroyo Elizabeth Hou 18 8 0 03 May 2016
Learning Local Dependence In Ordered Data Guo Yu Jacob Bien 14 34 0 25 Apr 2016
Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models Xin Ding Ziyi Qiu Xiaohui Chen 37 14 0 14 Apr 2016
A U-statistic Approach to Hypothesis Testing for Structure Discovery in Undirected Graphical Models Wacha Bounliphone Matthew Blaschko 10 0 0 06 Apr 2016
$On the inconsistency of $\ell_1$-penalised sparse precision matrix estimation$ On the inconsistency of $\ell_1$ -penalised sparse precision matrix estimation Otte Heinävaara Janne Leppä-aho J. Corander Antti Honkela 24 14 0 08 Mar 2016
Heterogeneity Adjustment with Applications to Graphical Model Inference Jianqing Fan Han Liu Weichen Wang Ziwei Zhu 23 12 0 17 Feb 2016
On the Difficulty of Selecting Ising Models with Approximate Recovery Jonathan Scarlett V. Cevher 33 12 0 11 Feb 2016
Active Learning Algorithms for Graphical Model Selection Gautam Dasarathy Aarti Singh Maria-Florina Balcan Jonghyuk Park 19 25 0 01 Feb 2016
Gaussian approximation for the sup-norm of high-dimensional matrix-variate U-statistics and its applications Xiaohui Chen 16 4 0 31 Jan 2016
Interpreting Latent Variables in Factor Models via Convex Optimization Armeen Taeb V. Chandrasekaran 9 9 0 04 Jan 2016
Joint Estimation of Precision Matrices in Heterogeneous Populations Takumi Saegusa Ali Shojaie 15 56 0 02 Jan 2016
A scalable quasi-Bayesian framework for Gaussian graphical models Yves Atchadé 11 4 0 25 Dec 2015
Latent variable model selection for Gaussian conditional random fields Benjamin Frot L. Jostins G. McVean CML 19 10 0 20 Dec 2015
Regularized Estimation of Piecewise Constant Gaussian Graphical Models: The Group-Fused Graphical Lasso A. Gibberd J. Nelson 20 69 0 19 Dec 2015
Robust Gaussian Graphical Modeling with the Trimmed Graphical Lasso Eunho Yang A. Lozano 20 25 0 28 Oct 2015
A Direct Approach for Sparse Quadratic Discriminant Analysis Binyan Jiang Xiangyu Wang Chenlei Leng 23 47 0 01 Oct 2015
High-dimensional robust precision matrix estimation: Cellwise corruption under $ε$ -contamination Po-Ling Loh X. Tan 19 30 0 24 Sep 2015
Efficient Neighborhood Selection for Gaussian Graphical Models Yingxiang Yang Jalal Etesami Negar Kiyavash TPM 16 1 0 22 Sep 2015
Graph Estimation for Matrix-variate Gaussian Data Xinyu Chen Weidong Liu 9 14 0 17 Sep 2015
Sufficient Dimension Reduction and Modeling Responses Conditioned on Covariates: An Integrated Approach via Convex Optimization Armeen Taeb V. Chandrasekaran OffRL 6 0 0 16 Aug 2015
High-dimensional consistency in score-based and hybrid structure learning Preetam Nandy Alain Hauser Marloes H. Maathuis 39 129 0 09 Jul 2015
Honest confidence regions and optimality in high-dimensional precision matrix estimation Jana Janková Sara van de Geer 54 74 0 08 Jul 2015
Exponential Series Approaches for Nonparametric Graphical Models Eric Janofsky 19 9 0 11 Jun 2015
Extreme Compressive Sampling for Covariance Estimation Martin Azizyan A. Krishnamurthy Aarti Singh 22 24 0 02 Jun 2015
Signal Processing on Graphs: Causal Modeling of Unstructured Data Jonathan Mei José M. F. Moura CML AI4TS 25 191 0 28 Feb 2015
ROCKET: Robust Confidence Intervals via Kendall's Tau for Transelliptical Graphical Models Rina Foygel Barber Mladen Kolar 27 46 0 26 Feb 2015
An Extreme-Value Approach for Testing the Equality of Large U-Statistic Based Correlation Matrices Cheng Zhou Fang Han Xinsheng Zhang Han Liu 52 8 0 11 Feb 2015
Local and Global Inference for High Dimensional Nonparanormal Graphical Models Quanquan Gu Yuanbin Cao Y. Ning Han Liu 30 20 0 09 Feb 2015
Ensemble Kalman Filter Implementations Based on Covariance Matrix Estimation Elías D. Nino-Ruiz Adrian Sandu 19 0 0 01 Feb 2015
On model misspecification and KL separation for Gaussian graphical models Varun Jog Po-Ling Loh 42 15 0 10 Jan 2015
On Semiparametric Exponential Family Graphical Models Zhuoran Yang Y. Ning Han Liu 41 32 0 30 Dec 2014
A Well-Conditioned and Sparse Estimation of Covariance and Inverse Covariance Matrices Using a Joint Penalty Ashwini Maurya 32 0 0 26 Dec 2014
Inference for Sparse Conditional Precision Matrices Jialei Wang Mladen Kolar 47 22 0 24 Dec 2014
Support recovery without incoherence: A case for nonconvex regularization Po-Ling Loh Martin J. Wainwright 39 166 0 17 Dec 2014
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 36 20 0 16 Dec 2014
Efficiently learning Ising models on arbitrary graphs Guy Bresler 33 201 0 22 Nov 2014
Semiparametric Gaussian copula classification Yue Zhao M. Wegkamp 21 2 0 11 Nov 2014
$Sparsistency of $\ell_1$-Regularized $M$-Estimators$ Sparsistency of $\ell_1$ -Regularized $M$ -Estimators Yen-Huan Li Jonathan Scarlett Pradeep Ravikumar V. Cevher 43 21 0 28 Oct 2014
Topology Adaptive Graph Estimation in High Dimensions Johannes Lederer Christian L. Müller 14 1 0 27 Oct 2014
Graphical LASSO Based Model Selection for Time Series A. Jung Gabor Hannak N. Goertz 26 64 0 05 Oct 2014
Statistical Theory for High-Dimensional Models Sara van de Geer 29 12 0 30 Sep 2014
Partial Correlation Screening for Estimating Large Precision Matrices, with Applications to Classification Shiqiong Huang Jiashun Jin Zhigang Yao 9 8 0 11 Sep 2014
Noise Estimation in the Spiked Covariance Model Didier Chételat M. Wells 16 3 0 27 Aug 2014
Estimation of functionals of sparse covariance matrices Jianqing Fan Philippe Rigollet Weichen Wang 42 20 0 21 Aug 2014