Convex Banding of the Covariance Matrix

23 May 2014

Papers citing "Convex Banding of the Covariance Matrix"

5 / 5 papers shown

Title
Hierarchical learning, forecasting coherent spatio-temporal individual and aggregated building loads J. Leprince H. Madsen J. Møller W. Zeiler 30 6 0 30 Jan 2023
Graph-Guided Banding of the Covariance Matrix Jacob Bien 11 6 0 01 Jun 2016
Learning Local Dependence In Ordered Data Guo Yu Jacob Bien 16 34 0 25 Apr 2016
Group Regularized Estimation under Structural Hierarchy Yiyuan She Zhifeng Wang He Jiang 51 47 0 17 Nov 2014
SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties Danning Li H. Zou 38 11 0 25 Jun 2014