Fast and Adaptive Sparse Precision Matrix Estimation in High Dimensions

17 March 2012

Papers citing "Fast and Adaptive Sparse Precision Matrix Estimation in High Dimensions"

10 / 10 papers shown

Title
Transfer learning for tensor Gaussian graphical models Mingyang Ren Yao Zhen Junhui Wang 19 1 0 17 Nov 2022
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity Zeyu Wu Cheng-Long Wang Weidong Liu 36 3 0 07 Jul 2021
High-dimensional Precision Matrix Estimation with a Known Graphical Structure Thi-Tinh-Minh Le Pingshou Zhong 22 6 0 28 Jun 2021
An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss Cheng-Long Wang Binyan Jiang 12 25 0 12 Nov 2018
PANDA: AdaPtive Noisy Data Augmentation for Regularization of Undirected Graphical Models Yinan Li Xiao Liu Fang Liu 29 7 0 11 Oct 2018
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk A. Belloni Mingli Chen Victor Chernozhukov 21 7 0 01 Jul 2016
Learning Local Dependence In Ordered Data Guo Yu Jacob Bien 19 34 0 25 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
Pathwise Coordinate Optimization for Sparse Learning: Algorithm and Theory T. Zhao Han Liu Tong Zhang 34 46 0 23 Dec 2014
Covariance and precision matrix estimation for high-dimensional time series Xiaohui Chen Mengyu Xu Wei Biao Wu AI4TS 70 147 0 06 Jan 2014