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sparse estimation

88 papers

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Co-occurring keywords

graphical model (863) convex optimization (1320) gaussian graphical model (106) high-dimensional statistics (145) precision matrix (58) sparse optimization (246) sparse regression (175) inverse covariance (20) precision matrix estimation (27) alternating direction method of multiplier (145)

Papers

On the Theoretical Guarantees for Parameter Estimation of Gaussian Random Field Models: A Sparse Precision Matrix Approach JMLR 2020
High-dimensional quantile tensor regression JMLR 2020
Sparse and low-rank multivariate Hawkes processes JMLR 2020
Exploiting Model Sparsity in Adaptive MPC: A Compressed Sensing Viewpoint L4DC 2020
Estimation Rates for Sparse Linear Cyclic Causal Models UAI 2020
EiGLasso: Scalable Estimation of Cartesian Product of Sparse Inverse Covariance Matrices UAI 2020
High Dimensional Robust Sparse Regression AISTATS 2020
Agnostic Estimation for Phase Retrieval JMLR 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 NIPS 2019
Statistical-Computational Tradeoff in Single Index Models NIPS 2019
Sparse Estimation in Ising Model via Penalized Monte Carlo Methods JMLR 2018
Statistical Sparse Online Regression: A Diffusion Approximation Perspective AISTATS 2018
A Direct Approach for Sparse Quadratic Discriminant Analysis JMLR 2018
A Screening Rule for l1-Regularized Ising Model Estimation NIPS 2017
Computationally Efficient Robust Sparse Estimation in High Dimensions COLT 2017
Generalized Conditional Gradient for Sparse Estimation JMLR 2017
A Fast and Scalable Joint Estimator for Learning Multiple Related Sparse Gaussian Graphical Models AISTATS 2017
Communication-efficient Distributed Sparse Linear Discriminant Analysis AISTATS 2017
On the Hyperprior Choice for the Global Shrinkage Parameter in the Horseshoe Prior AISTATS 2017
SVD-Based Screening for the Graphical Lasso IJCAI 2017
Learning Local Dependence In Ordered Data JMLR 2017
From Bayesian Sparsity to Gated Recurrent Nets NIPS 2017
A Well-Conditioned and Sparse Estimation of Covariance and Inverse Covariance Matrices Using a Joint Penalty JMLR 2016