conftrace_

high-dimensional estimation

43 papers

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Co-occurring keywords

gaussian graphical model (106) graphical model (864) approximate message passing (39) high-dimensional statistics (145) convex optimization (1321) sparse optimization (246) sparse estimation (88) inverse covariance matrix (13) alternating direction method (35) linear convergence (158)

Papers

Sparse + Group-Sparse Dirty Models: Statistical Guarantees without Unreasonable Conditions and a Case for Non-Convexity ICML 2017
Generalized Pseudolikelihood Methods for Inverse Covariance Estimation AISTATS 2017
A Fast and Scalable Joint Estimator for Learning Multiple Related Sparse Gaussian Graphical Models AISTATS 2017
Joint Structural Estimation of Multiple Graphical Models JMLR 2016
Estimating Structured Vector Autoregressive Models ICML 2016
Concave Penalized Estimation of Sparse Gaussian Bayesian Networks JMLR 2015
Generalized Dantzig Selector: Application to the k-support norm NIPS 2014
Covariance shrinkage for autocorrelated data NIPS 2014
Node-Based Learning of Multiple Gaussian Graphical Models JMLR 2014
Learning Latent Variable Gaussian Graphical Models ICML 2014
When in Doubt, SWAP: High-Dimensional Sparse Recovery from Correlated Measurements NIPS 2013
BIG & QUIC: Sparse Inverse Covariance Estimation for a Million Variables NIPS 2013
Large Scale Distributed Sparse Precision Estimation NIPS 2013
Sparse Inverse Covariance Estimation with Calibration NIPS 2013
Structured Learning of Gaussian Graphical Models NIPS 2012
Minimax-Optimal Rates For Sparse Additive Models Over Kernel Classes Via Convex Programming JMLR 2012
A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers NIPS 2009
High-Dimensional Graphical Model Selection Using $\ell_1$-Regularized Logistic Regression NIPS 2006