Covariance matrix estimation and variable selection in high dimension

Similar Works

Action	Title	Year	Authors
+	optimal procedures in high-dimensional variable selection	2013	Qi Zhang
+ PDF Chat	A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data	2019	Kshitij Khare Sang‐Yun Oh Syed M Rahman Bala Rajaratnam
+	Sparse covariance thresholding for high-dimensional variable selection	2010	X. Jessie Jeng And Z. John Daye
+ PDF Chat	Sparse covariance thresholding for high-dimensional variable selection	2011	X. Jessie Jeng Z. John Daye
+	Sparse covariance thresholding for high-dimensional variable selection	2010	X. Jessie Jeng And Z. John Daye
+	Data, Sparsity, and Regularization	2013	Mohsen Pourahmadi
+ PDF Chat	Discussion of ‘Correlated variables in regression: Clustering and sparse estimation’ by Peter Bühlmann, Philipp Rütimann, Sara van de Geer and Cun-Hui Zhang	2013	Rajen D. Shah Richard J. Samworth
+	New estimation methods for high dimensional inverse covariance matrices	2016	Vahe Avagyan
+ PDF Chat	Penalized Sparse Covariance Regression with High Dimensional Covariates	2024	Yuan Gao Zhiyuan Zhang Zhanrui Cai Xuening Zhu Tao Zou Hansheng Wang
+ PDF Chat	Correlated variables in regression: Clustering and sparse estimation	2013	Peter Bühlmann Philipp Rütimann Sara van de Geer Cun‐Hui Zhang
+	Efficient Clustering of Correlated Variables and Variable Selection in High-Dimensional Linear Models	2016	Niharika Gauraha Swapan K. Parui
+	Sparse PCA with False Discovery Rate Controlled Variable Selection	2024	Jasin Machkour Arnaud Breloy Michael Muma Daniel P. Palomar Frédéric Pascal
+	Sparse PCA with False Discovery Rate Controlled Variable Selection	2024	Jasin Machkour Arnaud Breloy Michael Muma Daniel P. Palomar Frédéric Pascal
+ PDF Chat	Sparse Regression by Projection and Sparse Discriminant Analysis	2014	Xin Qi Ruiyan Luo Raymond J. Carroll Hongyu Zhao
+	Sparse Reduced-Rank Regression	2022	Gregory C. Reinsel Raja P. Velu Kun Chen
+	Sparse regression with highly correlated predictors	2015	Behrooz Ghorbani Özgür Yılmaz
+	High-dimensional covariance matrix estimation	2020	Clifford Lam
+	Sparse regression with highly correlated predictors.	2015	Behrooz Ghorbani Özgür Yılmaz
+ PDF Chat	Canonical Correlation Analysis as Reduced Rank Regression in High Dimensions	2024	Claire Donnat Elena Tuzhilina
+	High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors	2022	Jan O. Bauer

Works That Cite This (0)

Action	Title	Year	Authors

Works Cited by This (9)

Action	Title	Year	Authors
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
+ PDF Chat	Adaptive Thresholding for Sparse Covariance Matrix Estimation	2011	Tommaso Cai Weidong Liu
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani
+	On Model Selection Consistency of Lasso	2006	Peng Zhao Bin Yu
+ PDF Chat	Approximating the Inverse of Banded Matrices by Banded Matrices with Applications to Probability and Statistics	2012	Peter J. Bickel Marko Lindner
+ PDF Chat	Optimal rates of convergence for covariance matrix estimation	2010	Tommaso Cai Cun-Hui Zhang Harrison H. Zhou
+	Optimal rates of convergence for sparse covariance matrix estimation	2012	Tommaso Cai Harrison H. Zhou