Covariance regularization by thresholding

Covariance regularization by thresholding

20 January 2009

Peter J. Bickel

Elizaveta Levina

Papers citing "Covariance regularization by thresholding"

14 / 114 papers shown

Title
High-dimensional covariance matrix estimation with missing observations Karim Lounici 49 182 0 12 Jan 2012
Group Symmetry and Covariance Regularization P. Shah V. Chandrasekaran 50 27 0 30 Nov 2011
New Methods for Handling Singular Sample Covariance Matrices G. Tucci Ke Wang 46 5 0 01 Nov 2011
The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities Richard Y. Chen Alex Gittens J. Tropp 55 70 0 08 Sep 2011
High-Dimensional Gaussian Graphical Model Selection: Walk Summability and Local Separation Criterion Anima Anandkumar Vincent Y. F. Tan A. Willsky 53 90 0 06 Jul 2011
Regression on manifolds: Estimation of the exterior derivative A. Aswani Peter J. Bickel Claire Tomlin 54 70 0 08 Mar 2011
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 74 472 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
Approximating the inverse of banded matrices by banded matrices with applications to probability and statistics Peter J. Bickel M. Lindner 55 35 0 24 Feb 2010
Estimation of (near) low-rank matrices with noise and high-dimensional scaling S. Negahban Martin J. Wainwright 79 566 0 27 Dec 2009
Sparsistent Estimation of Time-Varying Discrete Markov Random Fields Mladen Kolar Eric P. Xing 99 23 0 14 Jul 2009
Covariance estimation in decomposable Gaussian graphical models A. Wiesel Yonina C. Eldar Alfred Hero 81 49 0 06 Mar 2009
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 57 396 0 21 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 115 869 0 21 Nov 2008