Fast and Adaptive Sparse Precision Matrix Estimation in High Dimensions

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Fast and Adaptive Sparse Precision Matrix Estimation in High Dimensions

17 March 2012

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

9 / 9 papers shown

Title
Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation T. Tony Cai Weidong Liu Harrison H. Zhou 113 208 0 12 Dec 2012
Sparse Matrix Inversion with Scaled Lasso Tingni Sun Cun-Hui Zhang 147 170 0 13 Feb 2012
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 164 474 0 19 Oct 2010
Adaptive Lasso for High Dimensional Regression and Gaussian Graphical Modeling Shuheng Zhou Sara van de Geer Peter Buhlmann 130 81 0 13 Mar 2009
The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs Han Liu John D. Lafferty Larry A. Wasserman 143 764 0 03 Mar 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 204 1,275 0 20 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 249 873 0 21 Nov 2008
Sparse permutation invariant covariance estimation Adam J. Rothman Peter J. Bickel Elizaveta Levina Ji Zhu 601 906 0 31 Jan 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 233 610 0 26 Nov 2007

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