A proximal distance algorithm for likelihood-based sparse covariance estimation

J Xu, K Lange - Biometrika, 2022 - academic.oup.com
This paper addresses the task of estimating a covariance matrix under a patternless sparsity
assumption. In contrast to existing approaches based on thresholding or shrinkage …

Fast and separable estimation in high-dimensional tensor Gaussian graphical models

K Min, Q Mai, X Zhang - Journal of Computational and Graphical …, 2022 - Taylor & Francis
In the tensor data analysis, the Kronecker covariance structure plays a vital role in
unsupervised learning and regression. Under the Kronecker covariance model assumption …

Community-based group graphical lasso

E Pircalabelu, G Claeskens - Journal of Machine Learning Research, 2020 - jmlr.org
A new strategy for probabilistic graphical modeling is developed that draws parallels to
community detection analysis. The method jointly estimates an undirected graph and …

L Penalized Maximum Likelihood Estimation of Sparse Covariance Matrices

G Fatima, P Stoica, P Babu - IEEE Signal Processing Letters, 2024 - ieeexplore.ieee.org
In this letter we present a framework for estimating sparse covariance matrices, wherein we
solve the norm penalized maximum likelihood estimation problem using the extended …

Learning the hub graphical Lasso model with the structured sparsity via an efficient algorithm

C Wang, P Tang, W He, M Lin - arXiv preprint arXiv:2308.08852, 2023 - arxiv.org
Graphical models have exhibited their performance in numerous tasks ranging from
biological analysis to recommender systems. However, graphical models with hub nodes …

A likelihood-based approach for multivariate categorical response regression in high dimensions

AJ Molstad, AJ Rothman - Journal of the American Statistical …, 2023 - Taylor & Francis
We propose a penalized likelihood method to fit the bivariate categorical response
regression model. Our method allows practitioners to estimate which predictors are …

[HTML][HTML] A covariance-enhanced approach to multi-tissue joint eqtl mapping with application to transcriptome-wide association studies

AJ Molstad, W Sun, L Hsu - The annals of applied statistics, 2021 - ncbi.nlm.nih.gov
Transcriptome-wide association studies based on genetically predicted gene expression
have the potential to identify novel regions associated with various complex traits. It has …

Graph informed sliced inverse regression

E Pircalabelu, A Artemiou - Computational Statistics & Data Analysis, 2021 - Elsevier
A new method is developed for performing sufficient dimension reduction when probabilistic
graphical models are being used to estimate parameters. The procedure enriches the …

T-Adaptive Discriminant Analysis for High-Dimensional, Heavy-Tailed, Vector and Tensor Data

X Wang - 2024 - search.proquest.com
In contemporary scientific studies, the data collected for classification becomes increasingly
complex as technology advances. In my dissertation, we mainly tackle the two following …

[图书][B] Tensor Data Analysis in High Dimensions

K Min - 2022 - search.proquest.com
A large number of tensor datasets have been appearing in modern scientific research,
attracting much attention to the analysis of such datasets. Tensor data often have high …