Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation

12 December 2012

T. Tony Cai

Papers citing "Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation"

21 / 21 papers shown

Title
The Wreaths of KHAN: Uniform Graph Feature Selection with False Discovery Rate Control Jiajun Liang Yue Liu Doudou Zhou Sinian Zhang Junwei Lu 46 0 0 18 Mar 2024
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference Xiucai Ding Zhou Zhou 43 2 0 28 Jan 2024
Knowledge Graph Embedding with Electronic Health Records Data via Latent Graphical Block Model Junwei Lu Jin Yin Tianxi Cai 31 3 0 31 May 2023
fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling Dominic Owens Haeran Cho M. Barigozzi 40 1 0 27 Jan 2023
Optimal estimation of Gaussian DAG models Ming Gao W. Tai Bryon Aragam 48 9 0 25 Jan 2022
Scalable Bayesian high-dimensional local dependence learning Kyoungjae Lee Lizhen Lin 22 3 0 24 Sep 2021
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
Post-Processed Posteriors for Banded Covariances Kwangmin Lee Kyoungjae Lee Jaeyong Lee 37 5 0 25 Nov 2020
Estimation, Confidence Intervals, and Large-Scale Hypotheses Testing for High-Dimensional Mixed Linear Regression Linjun Zhang Rong Ma T. Tony Cai Hongzhe Li 44 12 0 06 Nov 2020
$Does the $\ell_1$-norm Learn a Sparse Graph under Laplacian Constrained Graphical Models?$ Does the $\ell_1$ -norm Learn a Sparse Graph under Laplacian Constrained Graphical Models? Jiaxi Ying J. Cardoso Daniel P. Palomar 23 10 0 26 Jun 2020
High-dimensional Varying Index Coefficient Models via Stein's Identity Sen Na Zhuoran Yang Zhaoran Wang Mladen Kolar 26 21 0 16 Oct 2018
Estimating Large Precision Matrices via Modified Cholesky Decomposition Kyoungjae Lee Jaeyong Lee 32 23 0 04 Jul 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
Stable Limit Theorems for Empirical Processes under Conditional Neighborhood Dependence Ji Hyung Lee Kyungchul Song 11 9 0 23 May 2017
Information Theoretic Optimal Learning of Gaussian Graphical Models Sidhant Misra Marc Vuffray A. Lokhov 18 5 0 15 Mar 2017
Robust Regression via Mutivariate Regression Depth Chao Gao 38 48 0 15 Feb 2017
Structure Learning in Graphical Modeling Mathias Drton Marloes H. Maathuis CML 44 246 0 07 Jun 2016
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 44 20 0 16 Dec 2014
Sure Screening for Gaussian Graphical Models Shuang Luo R. Song Daniela Witten 29 22 0 29 Jul 2014
Geometric Inference for General High-Dimensional Linear Inverse Problems T. Tony Cai Tengyuan Liang Alexander Rakhlin 54 27 0 17 Apr 2014
Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model Mengjie Chen Zhao Ren Hongyu Zhao Harrison H. Zhou 35 59 0 23 Sep 2013