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Sparse covariance matrix estimation in high-dimensional deconvolution
30 October 2017
Denis Belomestny
Mathias Trabs
Alexandre B. Tsybakov
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Papers citing
"Sparse covariance matrix estimation in high-dimensional deconvolution"
5 / 5 papers shown
Title
Learning Networks from Gaussian Graphical Models and Gaussian Free Fields
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Estimating a multivariate Lévy density based on discrete observations
Maximilian F. Steffen
48
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23 May 2023
Selective inference for k-means clustering
Yiqun T. Chen
Daniela Witten
68
47
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29 Mar 2022
Likelihood theory for the Graph Ornstein-Uhlenbeck process
Valentin Courgeau
Almut E. D. Veraart
53
4
0
26 May 2020
Adaptive robust estimation in sparse vector model
L. Comminges
O. Collier
M. Ndaoud
Alexandre B. Tsybakov
102
16
0
12 Feb 2018
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