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Sparse precision matrix estimation with missing observations - MaRDI portal

Sparse precision matrix estimation with missing observations (Q6138150)

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scientific article; zbMATH DE number 7734161

Language	Label	Description	Also known as
English	Sparse precision matrix estimation with missing observations	scientific article; zbMATH DE number 7734161

Statements

scholarly article

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Sparse precision matrix estimation with missing observations (English)

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Computational Statistics

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publication date

5 September 2023

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zbMATH Keywords

missing data

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inverse probability weighting

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Gaussian graphical model

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ADMM

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00180-022-01265-w

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Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity

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Regularity and conditioning of solution mappings in variational analysis

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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An overview of the estimation of large covariance and precision matrices

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Sparse inverse covariance estimation with the graphical lasso

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Joint estimation of multiple graphical models

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Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming

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Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima

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High-dimensional covariance matrix estimation with missing observations

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An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection

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Proximité et dualité dans un espace hilbertien

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Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations

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Estimating high-dimensional covariance and precision matrices under general missing dependence

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Covariance Matrix Estimation With Non Uniform and Data Dependent Missing Observations

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Variational Analysis

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Sparse permutation invariant covariance estimation

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Missing values: sparse inverse covariance estimation and an extension to sparse regression

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The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications

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Solving variational inequality problems via smoothing-nonsmooth reformulations

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Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm

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Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints

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Alternating direction method for covariance selection models

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Model selection and estimation in the Gaussian graphical model

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A Gaussian graphical model approach to climate networks

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Nearly unbiased variable selection under minimax concave penalty

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A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S00180-022-01265-W

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Sitelinks

Mathematics(1 entry)

mardi Publication:6138150

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