Pages that link to "Item:Q2933952"

The following pages link to Sparse Matrix Inversion with Scaled Lasso (Q2933952):

Displaying 50 items.

• Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
• Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
• On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
• The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
• On cross-validated Lasso in high dimensions (Q820794) (← links)
• A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
• Confidence regions for entries of a large precision matrix (Q1668572) (← links)
• Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
• Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
• Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
• An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units (Q2135867) (← links)
• High-dimensional regression with potential prior information on variable importance (Q2152561) (← links)
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
• Uniform joint screening for ultra-high dimensional graphical models (Q2196128) (← links)
• Innovated scalable dynamic learning for time-varying graphical models (Q2197611) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Fast and adaptive sparse precision matrix estimation in high dimensions (Q2256755) (← links)
• Quasi-Bayesian estimation of large Gaussian graphical models (Q2274970) (← links)
• Sorted concave penalized regression (Q2284364) (← links)
• Efficient computation for differential network analysis with applications to quadratic discriminant analysis (Q2291319) (← links)
• A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models (Q2304238) (← links)
• Linear hypothesis testing for high dimensional generalized linear models (Q2328055) (← links)
• Empirical risk minimization: probabilistic complexity and stepsize strategy (Q2419551) (← links)
• Double-estimation-friendly inference for high-dimensional misspecified models (Q2684689) (← links)
• Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
• (Q4614089) (← links)
• A study on tuning parameter selection for the high-dimensional lasso (Q4960728) (← links)
• High-Dimensional Inference for Cluster-Based Graphical Models (Q4969100) (← links)
• (Q4969155) (← links)
• High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators (Q5107390) (← links)
• A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
• (Q5214208) (← links)
• (Q5214246) (← links)
• Functional Graphical Models (Q5229905) (← links)
• A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models (Q5507345) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Structure learning of exponential family graphical model with false discovery rate control (Q6080784) (← links)
• An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso (Q6104410) (← links)
• Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage (Q6107222) (← links)
• Integrative Factor Regression and Its Inference for Multimodal Data Analysis (Q6110734) (← links)
• Inference on Multi-level Partial Correlations Based on Multi-subject Time Series Data (Q6110738) (← links)
• Debiasing convex regularized estimators and interval estimation in linear models (Q6117025) (← links)
• Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes (Q6136582) (← links)
• Convergence of an asynchronous block-coordinate forward-backward algorithm for convex composite optimization (Q6166657) (← links)
• A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity (Q6173730) (← links)
• Estimation of multiple networks with common structures in heterogeneous subgroups (Q6536691) (← links)
• Asymptotic bias of the \(\ell_2\)-regularized error variance estimator (Q6548541) (← links)
• Testing the differential network between two gaussian graphical models with false discovery rate control (Q6552575) (← links)