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Learning Local Dependence In Ordered Data

Learning Local Dependence In Ordered Data

25 April 2016
Guo Yu
Jacob Bien
ArXivPDFHTML

Papers citing "Learning Local Dependence In Ordered Data"

15 / 15 papers shown
Title
Hierarchical Sparse Modeling: A Choice of Two Group Lasso Formulations
Hierarchical Sparse Modeling: A Choice of Two Group Lasso Formulations
Xiaohan Yan
Jacob Bien
69
47
0
05 Dec 2015
Convex Banding of the Covariance Matrix
Convex Banding of the Covariance Matrix
Jacob Bien
F. Bunea
Luo Xiao
43
45
0
23 May 2014
Concave Penalized Estimation of Sparse Gaussian Bayesian Networks
Concave Penalized Estimation of Sparse Gaussian Bayesian Networks
Bryon Aragam
Qing Zhou
CML
87
107
0
04 Jan 2014
A convex pseudo-likelihood framework for high dimensional partial
  correlation estimation with convergence guarantees
A convex pseudo-likelihood framework for high dimensional partial correlation estimation with convergence guarantees
Kshitij Khare
Sang-Yun Oh
B. Rajaratnam
38
121
0
20 Jul 2013
Fast and Adaptive Sparse Precision Matrix Estimation in High Dimensions
Fast and Adaptive Sparse Precision Matrix Estimation in High Dimensions
Weidong Liu
Xi Luo
60
82
0
17 Mar 2012
Sparse Matrix Inversion with Scaled Lasso
Sparse Matrix Inversion with Scaled Lasso
Tingni Sun
Cun-Hui Zhang
99
169
0
13 Feb 2012
Scaled Sparse Linear Regression
Scaled Sparse Linear Regression
Tingni Sun
Cun-Hui Zhang
85
507
0
24 Apr 2011
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic
  Programming
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming
A. Belloni
Victor Chernozhukov
Lie Wang
92
672
0
28 Sep 2010
Penalized Likelihood Methods for Estimation of Sparse High Dimensional
  Directed Acyclic Graphs
Penalized Likelihood Methods for Estimation of Sparse High Dimensional Directed Acyclic Graphs
Ali Shojaie
George Michailidis
CML
96
200
0
28 Nov 2009
On the conditions used to prove oracle results for the Lasso
On the conditions used to prove oracle results for the Lasso
Sara van de Geer
Peter Buhlmann
163
729
0
05 Oct 2009
The composite absolute penalties family for grouped and hierarchical
  variable selection
The composite absolute penalties family for grouped and hierarchical variable selection
P. Zhao
Guilherme V. Rocha
Bin Yu
105
672
0
02 Sep 2009
Structured Variable Selection with Sparsity-Inducing Norms
Structured Variable Selection with Sparsity-Inducing Norms
Rodolphe Jenatton
Jean-Yves Audibert
Francis R. Bach
134
606
0
22 Apr 2009
High-dimensional covariance estimation by minimizing $\ell_1$-penalized
  log-determinant divergence
High-dimensional covariance estimation by minimizing ℓ1\ell_1ℓ1​-penalized log-determinant divergence
Pradeep Ravikumar
Martin J. Wainwright
Garvesh Raskutti
Bin Yu
159
874
0
21 Nov 2008
Regularized estimation of large covariance matrices
Regularized estimation of large covariance matrices
Peter J. Bickel
Elizaveta Levina
70
1,384
0
13 Mar 2008
Sparse permutation invariant covariance estimation
Sparse permutation invariant covariance estimation
Adam J. Rothman
Peter J. Bickel
Elizaveta Levina
Ji Zhu
422
907
0
31 Jan 2008
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