Sparse precision matrix estimation under lower polynomial moment assumption

DOI10.1002/MMA.9785zbMATH Open1539.62144MaRDI QIDQ6543233

Jinru Wang, Li Miao

Publication date: 24 May 2024

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

zbMATH Keywords

upper boundspectral normprecision matrixlower polynomial moment

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Cites Work

• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
• Sparsistency and rates of convergence in large covariance matrix estimation
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• Ultrahigh dimensional precision matrix estimation via refitted cross validation
• Sparse estimation of large covariance matrices via a nested Lasso penalty
• Precision matrix estimation using penalized generalized Sylvester matrix equation
• A new approach to Cholesky-based covariance regularization in high dimensions
• High dimensional inverse covariance matrix estimation via linear programming
• A Constrainedℓ₁Minimization Approach to Sparse Precision Matrix Estimation
• Model selection and estimation in the Gaussian graphical model
• Multivariate Generalized Gaussian Distribution: Convexity and Graphical Models
• A Geometric Approach to Covariance Matrix Estimation and its Applications to Radar Problems
• Robust estimation of high-dimensional covariance and precision matrices

This page was built for publication: Sparse precision matrix estimation under lower polynomial moment assumption

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6543233)