Algorithm 1042: sparse precision matrix estimation with SQUIC. (English) Zbl 07912550
MSC:
65-XX
Found 63 Documents (Results 1–63)
Sparse basis covariance matrix estimation for high dimensional compositional data via hard thresholding. (English) Zbl 1541.62128
Lower bound estimation for a family of high-dimensional sparse covariance matrices. (English) Zbl 1531.62009
Sparse principal component analysis for high-dimensional stationary time series. (English) Zbl 07782068
MSC:
62-XX
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate. (English) Zbl 1520.62054
Sparse spectrum fitting algorithm using signal covariance matrix reconstruction and weighted sparse constraint. (English) Zbl 1504.94069
MSC:
94A12
Fast and separable estimation in high-dimensional tensor Gaussian graphical models. (English) Zbl 07546477
MSC:
62-XX
Bayesian variable selection for Gaussian copula regression models. (English) Zbl 07499903
MSC:
62-XX
Beyond covariance: SICE and kernel based visual feature representation. (English) Zbl 1483.68454
MSC:
68T45
Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity. (English) Zbl 1461.65067
TGCnA: temporal gene coexpression network analysis using a low-rank plus sparse framework. (English) Zbl 1521.62385
MSC:
62-XX
Capturing between-tasks covariance and similarities using multivariate linear mixed models. (English) Zbl 1453.62516
Reviewer: Rózsa Horváth-Bokor (Budakalász)
Statistical and computational limits for sparse matrix detection. (English) Zbl 1453.62285
Reviewer: Doina Carp (Bucureşti)
DOA estimation of coherent signals based on the sparse representation for acoustic vector-sensor arrays. (English) Zbl 1452.94022
MSC:
94A12
Sparse inverse covariance matrix estimation via the \(\ell_0\)-norm with Tikhonov regularization. (English) Zbl 1435.62271
Editorial. Tensor numerical methods: actual theory and recent applications. (English) Zbl 1422.00020
Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data. (English) Zbl 1452.62758
Large-scale sparse inverse covariance matrix estimation. (English) Zbl 1414.65043
Reviewer: Rózsa Horváth-Bokor (Budakalász)
Fast random field generation with \(H\)-matrices. (English) Zbl 1404.65033
Numer. Math. 140, No. 3, 639-676 (2018); correction ibid. 142, No. 3, 787 (2019).
High-dimensional probability. An introduction with applications in data science. (English) Zbl 1430.60005
Cambridge Series in Statistical and Probabilistic Mathematics 47. Cambridge: Cambridge University Press (ISBN 978-1-108-41519-4/hbk; 978-1-108-23159-6/ebook). xiv, 284 p. (2018).
Reviewer: Oleksandr Kukush (Kyïv)
Estimation of covariance and precision matrix, network structure, and a view toward systems biology. (English) Zbl 07914939
MSC:
62-08
Interpretation of the precision matrix and its application in estimating sparse brain connectivity during sleep spindles from human electrocorticography recordings. (English) Zbl 1414.92163
Testing high-dimensional covariance matrices, with application to detecting schizophrenia risk genes. (English) Zbl 1380.62262
Detecting the large entries of a sparse covariance matrix in sub-quadratic time. (English) Zbl 1386.94037
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures. (English) Zbl 1360.62264
Agostinelli, Claudio (ed.) et al., Recent advances in robust statistics: theory and applications. Based on the presentations at the international conference on robust statistics, ICORS, Kolkata, India, January 12–16, 2015. New Delhi: Springer (ISBN 978-81-322-3641-2/hbk; 978-81-322-3643-6/ebook). 35-55 (2016).
Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data. (English) Zbl 1347.62088
A DC programming approach for sparse estimation of a covariance matrix. (English) Zbl 1370.90200
Le Thi, Hoai An (ed.) et al., Modelling, computation and optimization in information systems and management sciences. Proceedings of the 3rd international conference on modelling, computation and optimization in information systems and management sciences, MCO 2015, Lorraine, France, May 11–13, 2015. Part I. Cham: Springer (ISBN 978-3-319-18160-8/pbk; 978-3-319-18161-5/ebook). Advances in Intelligent Systems and Computing 359, 131-142 (2015).
The comparison of methods for estimating the high-dimensional covariance matrices. (Chinese. English summary) Zbl 1349.62328
Higher criticism for large-scale inference, especially for rare and weak effects. (English) Zbl 1332.62019
MSC:
62A01
62-07
Full-scale approximations of spatio-temporal covariance models for large datasets. (English) Zbl 1482.62022
Optimal estimation and rank detection for sparse spiked covariance matrices. (English) Zbl 1314.62130
Estimation of variances and covariances for high-dimensional data: a selective review. (English) Zbl 07912728
MSC:
62-08
Preconditioned Krylov subspace methods for sampling multivariate Gaussian distributions. (English) Zbl 1296.60087
A probing method for computing the diagonal of a matrix inverse. (English) Zbl 1274.65132
Reviewer: Pavel Jiránek (Toulous)
Detection of correlations. (English) Zbl 1246.62142
Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach. (English) Zbl 1328.62550
A parallel approach for determining confidence intervals of variable statistics in large and sparse linear equations with RHS ranges. (English) Zbl 1165.65309
Matrices with banded inverses: Inversion algorithms and factorization of Gauss-Markov processes. (English) Zbl 0998.65037
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets. (English) Zbl 0953.91058
Discrete cosine transform. Algorithms, advantages, applications. (English) Zbl 0726.65162
Boston, MA: Academic Press, Inc. xviii, 490 p. £43.95; $ 69.95 (1990).
Reviewer: V.Veselý (Brno)
ANOVA model fitting via sparse matrix computations: A fast direct method. (English) Zbl 0665.65038
Reviewer: G.Maeß
Sparse matrices, and the estimation of variance components by likelihood methods. (English) Zbl 0665.62069
Reviewer: R.Thompson
Sparse linear problems and the least squares method. (English. Russian original) Zbl 0656.65042
J. Sov. Math. 39, No. 6, 3148-3189 (1987); translation from Itogi Nauki Tekh., Ser. Mat. Anal. 23, 219-285 (1985).
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