• glasso

  • Referenced in 412 articles [sw07432]
  • converged precision matrix might not be the inverse of the estimated covariance, and occasionally ... dual, the target of estimation is Σ, the covariance matrix, rather than the precision matrix...
  • corpor

  • Referenced in 21 articles [sw09381]
  • estimators for partial correlations and partial variances. The inverse of the covariance and correlation matrix...
  • EnKF-MC

  • Referenced in 2 articles [sw15209]
  • Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation. This paper develops an efficient implementation ... modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background ... obtain sparse estimators of the inverse background error covariance matrix. The computational effort ... modified Cholesky for inverse covariance matrix estimation can reduce the impact of spurious correlations during...
  • clime

  • Referenced in 3 articles [sw25587]
  • covariance) Matrix Estimation. A robust constrained L1 minimization method for estimating a large sparse inverse...
  • corpcor

  • Referenced in 11 articles [sw10199]
  • estimators for partial correlations and partial variances. The inverse of the covariance and correlation matrix...
  • ROCKET

  • Referenced in 11 articles [sw30016]
  • novel procedure for estimating parameters in the latent inverse covariance matrix. We establish asymptotic normality ... necessary for obtaining a (sqrt{n}) consistent estimator of an element in the precision matrix...
  • GHS

  • Referenced in 4 articles [sw37217]
  • develop a new estimator of the inverse covariance matrix for high-dimensional multivariate normal data ... proposed graphical horseshoe estimator has attractive properties compared to other popular estimators, such ... true inverse covariance matrix is sparse, the graphical horseshoe provides estimates with small information divergence...
  • QUIC

  • Referenced in 25 articles [sw11795]
  • guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure...
  • RidgeFusion

  • Referenced in 2 articles [sw27161]
  • implements ridge fusion methodology for inverse covariance matrix estimation for use in quadratic discriminant analysis ... clustering using ridge fusion for inverse matrix estimation, as well as tuning parameter selection functions ... have also implemented QDA using joint inverse covariance estimation...
  • FLIPS

  • Referenced in 7 articles [sw00299]
  • module for solving large scale statistical linear inverse problems of formm = Ax + ewhere ... called the measurement, A is the theory matrix, x is the unknown ... maximum a posteriori estimate (MAP estimate) and the posteriori covariance matrix of the unknown ... estimate together with the posteriori covariance matrix are enough to determine it.FLIPS solves the inverse...
  • FreeContact

  • Referenced in 1 article [sw17015]
  • related concept by estimating a sparse inverse covariance matrix. Both methods (EVfold-mfDCA and PSICOV...
  • QuEST

  • Referenced in 6 articles [sw38788]
  • asymptotics. Recently, an estimator of the eigenvalues of the population covariance matrix has been proposed ... under large-dimensional asymptotics. It requires numerical inversion of a multivariate nonrandom function called...
  • DESP

  • Referenced in 0 articles [sw18768]
  • inverse covariance) matrix from a sample of Gaussian vectors for a given matrix of estimated...
  • ggb

  • Referenced in 1 article [sw31338]
  • primary tool for developing reliable estimators of the covariance matrix in high-dimensional settings ... assume that the population covariance (or inverse covariance) matrix is sparse, while making no particular ... ordering, in which case a banded population matrix is often assumed. While the banded approach ... range of problems in which banded estimators apply. We develop convex regularizers occupying the broad...
  • COVAIN

  • Referenced in 1 article [sw10556]
  • analysis and inverse estimation of the differential jacobian from metabolomics covariance data. Metabolomics emerges ... user interface support in MATLAB© called covariance inverse (COVAIN). COVAIN provides a complete workflow including ... algorithm to reconstruct a differential Jacobian matrix of two different metabolic conditions. The algorithm...
  • CGAL

  • Referenced in 367 articles [sw00118]
  • The goal of the CGAL Open Source Project...
  • CoCoA

  • Referenced in 637 articles [sw00143]
  • CoCoA is a system for Computations in Commutative...
  • EIGIFP

  • Referenced in 43 articles [sw00235]
  • eigifp is a MATLAB program for computing a...
  • GAP

  • Referenced in 2957 articles [sw00320]
  • GAP is a system for computational discrete algebra...
  • HSL

  • Referenced in 274 articles [sw00418]
  • HSL (formerly the Harwell Subroutine Library) is a...