A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity (Q6173730)

scientific article; zbMATH DE number 7712155

Language	Label	Description	Also known as
English	A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	scientific article; zbMATH DE number 7712155

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instance of

scholarly article

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title

A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity (English)

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published in

Annals of the Institute of Statistical Mathematics

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publication date

13 July 2023

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full work available at URL

https://arxiv.org/abs/2107.02999

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zbMATH Keywords

Gaussian graphical model

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high-dimensional data

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Lasso

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precision matrix

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weak sparsity

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MaRDI profile type

MaRDI publication profile

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cites work

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Simultaneous analysis of Lasso and Dantzig selector

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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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Adaptive Thresholding for Sparse Covariance Matrix Estimation

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A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

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Two-Sample Test of High Dimensional Means Under Dependence

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Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation

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Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation

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The Dantzig selector: statistical estimation when $p$ is much larger than $n$. (With discussions and rejoinder).

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CoCoLasso for high-dimensional error-in-variables regression

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Operator norm consistent estimation of large-dimensional sparse covariance matrices

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A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant

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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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Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons

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Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data

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Q5502121

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Q2880973

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High-dimensional semiparametric Gaussian copula graphical models

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High-dimensional graphs and variable selection with the Lasso

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A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers

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Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

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High-dimensional covariance estimation by minimizing $\ell _{1}$-penalized log-determinant divergence

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Asymptotic normality and optimalities in estimation of large Gaussian graphical models

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Generalized Thresholding of Large Covariance Matrices

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Scaled sparse linear regression

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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High-Dimensional Statistics

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An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss

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Regularized rank-based estimation of high-dimensional nonparanormal graphical models

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Q2896196

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Q2896144

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Model selection and estimation in the Gaussian graphical model

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Identifiers

arXiv ID

2107.02999

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DOI

10.1007/s10463-022-00856-0

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Mathematics Subject Classification ID

62-XX

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zbMATH DE Number

7712155

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Sitelinks

Mathematics(1 entry)

mardi Publication:6173730