Joint estimation of sparse multivariate regression and conditional graphical models
From MaRDI portal
Publication:2950192
DOI10.5705/ss.2013.192zbMath1415.62051arXiv1306.4410OpenAlexW2962782950MaRDI QIDQ2950192
Publication date: 8 October 2015
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.4410
regularizationmultivariate regressionGaussian graphical modellarge \(p\) small \(n\)covariance selection
Multivariate analysis (62H99) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Related Items (12)
A Unified Framework for Structured Graph Learning via Spectral Constraints ⋮ Simultaneous estimation and inference for multiple response variables ⋮ Sparse multivariate regression with missing values and its application to the prediction of material properties ⋮ Robust Multivariate Lasso Regression with Covariance Estimation ⋮ Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting ⋮ The conditional censored graphical Lasso estimator ⋮ Analysis of noisy survival data with graphical proportional hazards measurement error models ⋮ A covariance-enhanced approach to multitissue joint eQTL mapping with application to transcriptome-wide association studies ⋮ Simultaneous Clustering and Estimation of Heterogeneous Graphical Models ⋮ Dynamic Tensor Clustering ⋮ A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models ⋮ Variable selection in high-dimensional sparse multiresponse linear regression models
This page was built for publication: Joint estimation of sparse multivariate regression and conditional graphical models
