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0901.3079
Cited By
Covariance regularization by thresholding
20 January 2009
Peter J. Bickel
Elizaveta Levina
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Papers citing
"Covariance regularization by thresholding"
50 / 300 papers shown
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Graph-Based Representation Learning of Neuronal Dynamics and Behavior
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Yuichi Takano
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Optimal Estimation of Structured Covariance Operators
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High-dimensional Covariance Estimation by Pairwise Likelihood Truncation
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On the modelling and prediction of high-dimensional functional time series
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Power-Enhanced Two-Sample Mean Tests for High-Dimensional Compositional Data with Application to Microbiome Data Analysis
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Efficient Computation of Sparse and Robust Maximum Association Estimators
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Pia Pfeiffer
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Covariance Operator Estimation: Sparsity, Lengthscale, and Ensemble Kalman Filters
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Jiaheng Chen
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337
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Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations
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Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation
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Fedor Noskov
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Tuning-free one-bit covariance estimation using data-driven dithering
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Statistical analysis for a penalized EM algorithm in high-dimensional mixture linear regression model
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Kyongwon Kim
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Distributed Semi-Supervised Sparse Statistical Inference
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201
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Degui Li
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Statistical Inference for Ultrahigh Dimensional Location Parameter Based on Spatial Median
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Liuhua Peng
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210
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Fei Jiang
Yeqing Zhou
Jianxuan Liu
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234
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Quantizing Heavy-tailed Data in Statistical Estimation: (Near) Minimax Rates, Covariate Quantization, and Uniform Recovery
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Michael Kwok-Po Ng
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Majority Vote for Distributed Differentially Private Sign Selection
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Xiaojun Mao
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Non-Asymptotic Analysis of Ensemble Kalman Updates: Effective Dimension and Localization
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Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
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Tyler's and Maronna's M-estimators: Non-Asymptotic Concentration Results
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High Dimensional Statistical Estimation under Uniformly Dithered One-bit Quantization
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Cheng-Long Wang
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