Pages that link to "Item:Q2500458"

The following pages link to High-dimensional graphs and variable selection with the Lasso (Q2500458):

Displaying 50 items.

• High-dimensional change-point estimation: combining filtering with convex optimization (Q2397167) (← links)
• Robust sparse Gaussian graphical modeling (Q2404420) (← links)
• The degrees of freedom of partly smooth regularizers (Q2409395) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
• Structure learning of sparse directed acyclic graphs incorporating the scale-free property (Q2418068) (← links)
• Variable selection in model-based clustering and discriminant analysis with a regularization approach (Q2418093) (← links)
• D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
• Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
• Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
• Graph-based sparse linear discriminant analysis for high-dimensional classification (Q2418517) (← links)
• Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach (Q2425168) (← links)
• A simple homotopy proximal mapping algorithm for compressive sensing (Q2425244) (← links)
• High-dimensional generalized linear models and the lasso (Q2426617) (← links)
• Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators (Q2426826) (← links)
• Support union recovery in high-dimensional multivariate regression (Q2429923) (← links)
• Multi-stage convex relaxation for feature selection (Q2435243) (← links)
• Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models (Q2441854) (← links)
• Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
• Structure estimation for discrete graphical models: generalized covariance matrices and their inverses (Q2443211) (← links)
• Estimation and variable selection with exponential weights (Q2447091) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Adaptive Lasso estimators for ultrahigh dimensional generalized linear models (Q2453901) (← links)
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities (Q2456008) (← links)
• Regularized estimation of large covariance matrices (Q2477058) (← links)
• Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
• A note on the one-step estimator for ultrahigh dimensionality (Q2511184) (← links)
• Leave-one-out cross-validation is risk consistent for Lasso (Q2512895) (← links)
• Exact estimation of multiple directed acyclic graphs (Q2628883) (← links)
• Bayesian analysis of nonparanormal graphical models using rank-likelihood (Q2676906) (← links)
• Precision matrix estimation using penalized generalized Sylvester matrix equation (Q2677125) (← links)
• Kronecker-structured covariance models for multiway data (Q2678238) (← links)
• Network-based discriminant analysis for multiclassification (Q2680180) (← links)
• Group-wise shrinkage estimation in penalized model-based clustering (Q2680189) (← links)
• Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
• A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273) (← links)
• Recovery of partly sparse and dense signals (Q2692936) (← links)
• High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
• High-dimensional Cox models: the choice of penalty as part of the model building process (Q2786152) (← links)
• Bayesian hyper-Lassos with non-convex penalization (Q2802765) (← links)
• Nonidentical twins: comparison of frequentist and Bayesian Lasso for Cox models (Q2803426) (← links)
• \(\mathsf{PenPC}\): a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs (Q2805190) (← links)
• Subsampling versus bootstrapping in resampling-based model selection for multivariable regression (Q2805220) (← links)
• Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
• Lasso with convex loss: Model selection consistency and estimation (Q2811411) (← links)
• A Gaussian graphical model approach to climate networks (Q2821530) (← links)
• Estimation of sparse directed acyclic graphs for multivariate counts data (Q2827189) (← links)
• Inequalities on partial correlations in Gaussian graphical models containing star shapes (Q2830188) (← links)
• Joint high-dimensional Bayesian variable and covariance selection with an application to eQTL analysis (Q2846452) (← links)
• Objective Bayesian search of Gaussian directed acyclic graphical models for ordered variables with non-local priors (Q2846456) (← links)