Sparse nonparametric graphical models

DOI10.1214/12-STS391zbMath1331.62219arXiv1201.0794OpenAlexW3099652024MaRDI QIDQ5965307

Larry Alan Wasserman, John D. Lafferty, Han Liu

Publication date: 3 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.0794

zbMATH Keywords

consistencykernel density estimationGaussian copulahigh-dimensional inferenceoracle inequalityundirected graphical model

Mathematics Subject Classification ID

Density estimation (62G07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Graphical methods in statistics (62A09)

Related Items

An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations, On estimation of the diagonal elements of a sparse precision matrix, Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions, Unnamed Item, Unnamed Item, Robust Time-Varying Undirected Graphs, Introduction to the special issue on sparsity and regularization methods, Unnamed Item

Uses Software

• glasso

Cites Work

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