High-dimensional robust precision matrix estimation: Cellwise corruption under $\epsilon $-contamination

Po-Ling Loh; Xin Lu Tan

doi:10.1214/18-ejs1427

High-dimensional robust precision matrix estimation: Cellwise corruption under $\epsilon $-contamination

Electronic Journal of Statistics ◽

10.1214/18-ejs1427 ◽

2018 ◽

Vol 12 (1) ◽

pp. 1429-1467 ◽

Cited By ~ 6

Author(s):

Po-Ling Loh ◽

Xin Lu Tan

Keyword(s):

High Dimensional ◽

Precision Matrix ◽

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

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2013.01.005 ◽

2013 ◽

Vol 116 ◽

pp. 365-381 ◽

Cited By ~ 15

Author(s):

Jianxin Yin ◽

Hongzhe Li

Keyword(s):

High Dimensional ◽

Precision Matrix ◽

Matrix Estimation ◽

Sparse Precision Matrix

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Calibrated Precision Matrix Estimation for High-Dimensional Elliptical Distributions

IEEE Transactions on Information Theory ◽

10.1109/tit.2014.2360980 ◽

2014 ◽

Vol 60 (12) ◽

pp. 7874-7887 ◽

Cited By ~ 5

Author(s):

Tuo Zhao ◽

Han Liu

Keyword(s):

High Dimensional ◽

Elliptical Distributions ◽

Precision Matrix ◽

Matrix Estimation

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Robust High-Dimensional Precision Matrix Estimation

Modern Nonparametric, Robust and Multivariate Methods ◽

10.1007/978-3-319-22404-6_19 ◽

2015 ◽

pp. 325-350 ◽

Cited By ~ 10

Author(s):

Viktoria Öllerer ◽

Christophe Croux

Keyword(s):

High Dimensional ◽

Precision Matrix ◽

Matrix Estimation ◽

Dimensional Precision

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Covariance and precision matrix estimation for high-dimensional time series

The Annals of Statistics ◽

10.1214/13-aos1182 ◽

2013 ◽

Vol 41 (6) ◽

pp. 2994-3021 ◽

Cited By ~ 39

Author(s):

Xiaohui Chen ◽

Mengyu Xu ◽

Wei Biao Wu

Keyword(s):

Time Series ◽

High Dimensional ◽

Precision Matrix ◽

Matrix Estimation

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Robust High-Dimensional Precision Matrix Estimation

SSRN Electronic Journal ◽

10.2139/ssrn.2528996 ◽

2014 ◽

Cited By ~ 4

Author(s):

Viktoria Oellerer ◽

Christophe Croux

Keyword(s):

High Dimensional ◽

Precision Matrix ◽

Matrix Estimation ◽

Dimensional Precision

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Honest confidence regions and optimality in high-dimensional precision matrix estimation

Test ◽

10.1007/s11749-016-0503-5 ◽

2016 ◽

Vol 26 (1) ◽

pp. 143-162 ◽

Cited By ~ 5

Author(s):

Jana Janková ◽

Sara van de Geer

Keyword(s):

Confidence Regions ◽

High Dimensional ◽

Precision Matrix ◽

Matrix Estimation ◽

Dimensional Precision

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An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2019.106812 ◽

2020 ◽

Vol 142 ◽

pp. 106812 ◽

Cited By ~ 2

Author(s):

Cheng Wang ◽

Binyan Jiang

Keyword(s):

High Dimensional ◽

Quadratic Loss ◽

Precision Matrix ◽

Matrix Estimation ◽

Dimensional Precision ◽

Admm Algorithm

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High‐dimensional Precision Matrix Estimation with a Known Graphical Structure

Stat ◽

10.1002/sta4.424 ◽

2021 ◽

Author(s):

Thien‐Minh Le ◽

Ping‐Shou Zhong

Keyword(s):

High Dimensional ◽

Precision Matrix ◽

Matrix Estimation ◽

Dimensional Precision ◽

Graphical Structure

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