Co-occurring keywords · papers mentioning both
Papers
Community-Based Group Graphical Lasso
JMLR 2020
EiGLasso: Scalable Estimation of Cartesian Product of Sparse Inverse Covariance Matrices
UAI 2020
Estimation Rates for Sparse Linear Cyclic Causal Models
UAI 2020
Exploiting Model Sparsity in Adaptive MPC: A Compressed Sensing Viewpoint
L4DC 2020
High-Dimensional Interactions Detection with Sparse Principal Hessian Matrix
JMLR 2020
High-dimensional quantile tensor regression
JMLR 2020
High Dimensional Robust Sparse Regression
AISTATS 2020
On the Theoretical Guarantees for Parameter Estimation of Gaussian Random Field Models: A Sparse Precision Matrix Approach
JMLR 2020
Quadratic Sparse Gaussian Graphical Model Estimation Method for Massive Variables
IJCAI 2020
Sparse and low-rank multivariate Hawkes processes
JMLR 2020
Tree-projected gradient descent for estimating gradient-sparse parameters on graphs
COLT 2020
High-dimensional Varying Index Coefficient Models via Stein's Identity
JMLR 2019
Interplay of minimax estimation and minimax support recovery under sparsity
ALT 2019
Outlier-Robust High-Dimensional Sparse Estimation via Iterative Filtering
NeurIPS 2019
Statistical-Computational Tradeoff in Single Index Models
NeurIPS 2019
A Direct Approach for Sparse Quadratic Discriminant Analysis
JMLR 2018
Sparse Estimation in Ising Model via Penalized Monte Carlo Methods
JMLR 2018
Statistical Sparse Online Regression: A Diffusion Approximation Perspective
AISTATS 2018
A Fast and Scalable Joint Estimator for Learning Multiple Related Sparse Gaussian Graphical Models
AISTATS 2017
A Screening Rule for l1-Regularized Ising Model Estimation
NeurIPS 2017
Communication-efficient Distributed Sparse Linear Discriminant Analysis
AISTATS 2017
Computationally Efficient Robust Sparse Estimation in High Dimensions
COLT 2017
From Bayesian Sparsity to Gated Recurrent Nets
NeurIPS 2017
Generalized Conditional Gradient for Sparse Estimation
JMLR 2017
Learning Local Dependence In Ordered Data
JMLR 2017