Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm

14 October 2022

Papers citing "Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm"

7 / 7 papers shown

Title
Estimating the error variance in a high-dimensional linear model Guo Yu Jacob Bien 51 39 0 06 Dec 2017
Simultaneous Clustering and Estimation of Heterogeneous Graphical Models Botao Hao W. Sun Yufeng Liu Guang Cheng 30 80 0 28 Nov 2016
Regularized EM Algorithms: A Unified Framework and Statistical Guarantees Xinyang Yi Constantine Caramanis 45 81 0 27 Nov 2015
Statistical guarantees for the EM algorithm: From population to sample-based analysis Sivaraman Balakrishnan Martin J. Wainwright Bin Yu 108 477 0 09 Aug 2014
Regularized estimation in sparse high-dimensional time series models Sumanta Basu George Michailidis AI4TS 86 424 0 17 Nov 2013
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 128 507 0 24 Apr 2011