Estimating High-dimensional Covariance and Precision Matrices under
General Missing Dependence

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Estimating High-dimensional Covariance and Precision Matrices under General Missing Dependence

8 June 2020

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Papers citing "Estimating High-dimensional Covariance and Precision Matrices under General Missing Dependence"

8 / 8 papers shown

Title
Precise Asymptotic Generalization for Multiclass Classification with Overparameterized Linear Models David X. Wu A. Sahai 57 3 0 23 Jun 2023
Minimax Rate-optimal Estimation of High-dimensional Covariance Matrices with Incomplete Data T. Tony Cai Anru R. Zhang 57 37 0 14 May 2016
Multivariate Bernoulli distribution Bin Dai Shilin Ding G. Wahba 89 161 0 08 Jun 2012
High Dimensional Semiparametric Gaussian Copula Graphical Models Han Liu Fang Han M. Yuan John D. Lafferty Larry A. Wasserman 91 407 0 10 Feb 2012
High-dimensional covariance matrix estimation with missing observations Karim Lounici 178 183 0 12 Jan 2012
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 202 1,272 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 247 872 0 21 Nov 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 383 1,385 0 13 Mar 2008

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