Robust methods for inferring sparse network structures

DOI10.1016/j.csda.2013.05.004zbMath1471.62201OpenAlexW2130885595MaRDI QIDQ1615086

Hussein Hashem, Veronica Vinciotti

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://bura.brunel.ac.uk/handle/2438/8941

zbMATH Keywords

copularobust regressionregularized regressionpenalized inferencecovariance graphical models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic graphical models (62H22)

Related Items (7)

Statistical procedures for the market graph construction ⋮ Covariance structure regularization via entropy loss function ⋮ Solving norm constrained portfolio optimization via coordinate-wise descent algorithms ⋮ Robust sparse Gaussian graphical modeling ⋮ Dependence in elliptical partial correlation graphs ⋮ Covariance structure regularization via Frobenius-norm discrepancy ⋮ Dynamic and robust Bayesian graphical models

Uses Software

• glasso

Cites Work

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