Minimax Estimation of Large Precision Matrices with Bandable Cholesky Factor

27 December 2017

Papers citing "Minimax Estimation of Large Precision Matrices with Bandable Cholesky Factor"

7 / 7 papers shown

Title
Estimating Large Precision Matrices via Modified Cholesky Decomposition Kyoungjae Lee Jaeyong Lee 52 23 0 04 Jul 2017
Asymptotic normality and optimalities in estimation of large Gaussian graphical models Zhao Ren Tingni Sun Cun-Hui Zhang Harrison H. Zhou 125 245 0 24 Sep 2013
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 125 246 0 13 Feb 2013
Posterior convergence rates for estimating large precision matrices using graphical models Sayantan Banerjee S. Ghosal 57 60 0 12 Feb 2013
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 134 397 0 21 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 193 874 0 21 Nov 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 164 608 0 26 Nov 2007