scholarly journals Adjusting for high-dimensional covariates in sparse precision matrix estimation byℓ1-penalization

2013 ◽  
Vol 116 ◽  
pp. 365-381 ◽  
Author(s):  
Jianxin Yin ◽  
Hongzhe Li
Keyword(s):  
High Dimensional ◽  
Precision Matrix ◽  
Matrix Estimation ◽  
Sparse Precision Matrix

scholarly journals Covariance and precision matrix estimation for high-dimensional time series

2013 ◽  
Vol 41 (6) ◽  
pp. 2994-3021 ◽  
Author(s):  
Xiaohui Chen ◽  
Mengyu Xu ◽  
Wei Biao Wu
Keyword(s):  
Time Series ◽  
High Dimensional ◽  
Precision Matrix ◽  
Matrix Estimation

scholarly journals On the inconsistency of ℓ 1-penalised sparse precision matrix estimation

2016 ◽  
Vol 17 (S16) ◽  
Author(s):  
Otte Heinävaara ◽  
Janne Leppä-aho ◽  
Jukka Corander ◽  
Antti Honkela
Keyword(s):  
Precision Matrix ◽  
Matrix Estimation ◽  
Sparse Precision Matrix
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