High-dimensional correlation matrix estimation for Gaussian data: a Bayesian perspective

Statistics and Its Interface ◽

10.4310/20-sii655 ◽

2021 ◽

Vol 14 (3) ◽

pp. 351-358

Author(s):

Chaojie Wang ◽

Xiaodan Fan

Keyword(s):

Correlation Matrix ◽

High Dimensional ◽

Matrix Estimation ◽

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Robust and sparse correlation matrix estimation for the analysis of high-dimensional genomics data

Bioinformatics ◽

10.1093/bioinformatics/btx642 ◽

2017 ◽

Vol 34 (4) ◽

pp. 625-634 ◽

Author(s):

Angela Serra ◽

Pietro Coretto ◽

Michele Fratello ◽

Roberto Tagliaferri

Keyword(s):

Correlation Matrix ◽

High Dimensional ◽

Matrix Estimation

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Adjusting an Invalid Correlation Matrix with Applications to High-Dimensional Biological Data

SSRN Electronic Journal ◽

10.2139/ssrn.2332549 ◽

2013 ◽

Author(s):

Natapol Pornputtapong ◽

Amporn Atsawarungruangkit ◽

Kawee Numpacharoen

Keyword(s):

Correlation Matrix ◽

Biological Data ◽

High Dimensional

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Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution

Bernoulli ◽

10.3150/15-bej702 ◽

2017 ◽

Vol 23 (1) ◽

pp. 23-57 ◽

Author(s):

Fang Han ◽

Han Liu

Keyword(s):

Statistical Analysis ◽

Correlation Matrix ◽

Matrix Estimation ◽

Generalized Correlation

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Regularized covariance matrix estimation with high dimensional data for supervised anomaly detection problems

2016 International Joint Conference on Neural Networks (IJCNN) ◽

10.1109/ijcnn.2016.7727554 ◽

2016 ◽

Author(s):

Daniel Nikovski ◽

Kiran Byadarhaly

Keyword(s):

Anomaly Detection ◽

Covariance Matrix ◽

High Dimensional Data ◽

Covariance Matrix Estimation ◽

High Dimensional ◽

Matrix Estimation

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Non-asymptotic error controlled sparse high dimensional precision matrix estimation

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2020.104690 ◽

2021 ◽

Vol 181 ◽

pp. 104690

Author(s):

Adam B. Kashlak

Keyword(s):

High Dimensional ◽

Precision Matrix ◽

Matrix Estimation ◽

Dimensional Precision ◽

Asymptotic Error

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Covariance Matrix Estimation (High-Dimensional)

Wiley StatsRef: Statistics Reference Online ◽

10.1002/9781118445112.stat07373 ◽

2014 ◽

Author(s):

Mohsen Pourahmadi ◽

Wei Biao Wu

Keyword(s):

Covariance Matrix ◽

Covariance Matrix Estimation ◽

High Dimensional ◽

Matrix Estimation

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Right singular vector projection graphs: fast high dimensional covariance matrix estimation under latent confounding

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/rssb.12359 ◽

2020 ◽

Vol 82 (2) ◽

pp. 361-389

Author(s):

Rajen D. Shah ◽

Benjamin Frot ◽

Gian-Andrea Thanei ◽

Nicolai Meinshausen

Keyword(s):

Covariance Matrix ◽

Singular Vector ◽

Covariance Matrix Estimation ◽

High Dimensional ◽

Matrix Estimation ◽

Vector Projection

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Positive Semidefinite Rank-Based Correlation Matrix Estimation With Application to Semiparametric Graph Estimation

Journal of Computational and Graphical Statistics ◽

10.1080/10618600.2013.858633 ◽

2014 ◽

Vol 23 (4) ◽

pp. 895-922 ◽

Author(s):

Tuo Zhao ◽

Kathryn Roeder ◽

Han Liu

Keyword(s):

Correlation Matrix ◽

Positive Semidefinite ◽

Matrix Estimation ◽

Graph Estimation ◽

Positive Semidefinite Rank

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An enhanced correlation matrix estimation scheme for blind adaptive MMSE receiver

2002 IEEE International Conference on Communications. Conference Proceedings. ICC 2002 (Cat. No.02CH37333) ◽

10.1109/icc.2002.996946 ◽

2003 ◽

Author(s):

Wanshi Chen ◽

U. Mitra

Keyword(s):

Correlation Matrix ◽

Matrix Estimation ◽

Mmse Receiver ◽

Blind Adaptive ◽

Estimation Scheme

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Posterior convergence rates for high-dimensional precision matrix estimation using G -Wishart priors

Stat ◽

10.1002/sta4.147 ◽

2017 ◽

Vol 6 (1) ◽

pp. 207-217

Author(s):

Sayantan Banerjee

Keyword(s):

Convergence Rates ◽

High Dimensional ◽

Precision Matrix ◽

Matrix Estimation ◽

Dimensional Precision

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