Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model

23 September 2013

Papers citing "Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model"

21 / 21 papers shown

Title
Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models A. Belloni M. Rosenbaum Alexandre B. Tsybakov 45 70 0 01 Aug 2014
Confidence intervals for high-dimensional inverse covariance estimation Jana Janková Sara van de Geer 106 187 0 26 Mar 2014
Asymptotic normality and optimalities in estimation of large Gaussian graphical models Zhao Ren Tingni Sun Cun-Hui Zhang Harrison H. Zhou 127 245 0 24 Sep 2013
Pivotal estimation in high-dimensional regression via linear programming Eric Gautier Alexandre B. Tsybakov 55 23 0 28 Mar 2013
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 137 246 0 13 Feb 2013
Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation T. Tony Cai Weidong Liu Harrison H. Zhou 80 208 0 12 Dec 2012
Structure estimation for discrete graphical models: Generalized covariance matrices and their inverses Po-Ling Loh Martin J. Wainwright 68 180 0 03 Dec 2012
Sparse Ising Models with Covariates Jie Cheng Elizaveta Levina Pei Wang Ji Zhu 47 6 0 27 Sep 2012
Sparse Matrix Inversion with Scaled Lasso Tingni Sun Cun-Hui Zhang 121 169 0 13 Feb 2012
High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity Po-Ling Loh Martin J. Wainwright 103 560 0 16 Sep 2011
Scaled Sparse Linear Regression Tingni Sun Cun-Hui Zhang 145 507 0 24 Apr 2011
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 114 474 0 19 Oct 2010
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 312 1,377 0 13 Oct 2010
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 128 672 0 28 Sep 2010
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 226 729 0 05 Oct 2009
The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs Han Liu John D. Lafferty Larry A. Wasserman 133 760 0 03 Mar 2009
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 158 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 165 1,270 0 20 Jan 2009
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 103 1,384 0 13 Mar 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 367 2,527 0 07 Jan 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 179 608 0 26 Nov 2007