Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models

DOI10.1007/s10114-021-9553-zzbMath1469.62283OpenAlexW3162944394MaRDI QIDQ2042144

Guan Peng Wang, Heng-Jian Cui

Publication date: 28 July 2021

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-021-9553-z

zbMATH Keywords

high-dimensionalefficient communicationsparse precision matrixdistributed estimatorhard threshold

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Probabilistic graphical models (62H22)

Related Items

Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models

Cites Work

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