• QUIC

  • Referenced in 25 articles [sw11795]
  • QUIC: quadratic approximation for sparse inverse covariance estimation. The ℓ 1 -regularized Gaussian maximum likelihood ... estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse ... covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov Random Field, from...
  • PSICOV

  • Referenced in 5 articles [sw17010]
  • precise structural contact prediction using sparse inverse covariance estimation on large multiple sequence alignments. Motivation ... predictions are often inaccurate because the true covariation signal in the MSA is often masked ... which introduces the use of sparse inverse covariance estimation to the problem of protein contact...
  • clime

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

  • Referenced in 1 article [sw27159]
  • Joint Graphical Lasso for Sparse Inverse Covariance Estimation on Multiple Classes. The Joint Graphical Lasso ... generalized method for estimating Gaussian graphical models/ sparse inverse covariance matrices/ biological networks on multiple...
  • GHS

  • Referenced in 4 articles [sw37217]
  • attractive properties compared to other popular estimators, such as the graphical lasso and graphical Smoothly ... true inverse covariance matrix is sparse, the graphical horseshoe provides estimates with small information divergence...
  • EnKF-MC

  • Referenced in 2 articles [sw15209]
  • modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background ... allows to obtain sparse estimators of the inverse background error covariance matrix. The computational effort ... components are observed) as well as for sparse observations (only ... modified Cholesky for inverse covariance matrix estimation can reduce the impact of spurious correlations during...
  • FreeContact

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

  • Referenced in 11 articles [sw30016]
  • estimating parameters in the latent inverse covariance matrix. We establish asymptotic normality of ROCKET ... necessary for obtaining a (sqrt{n}) consistent estimator of an element in the precision matrix ... Gaussian model. Hence, it is an optimal estimator under a much larger family of distributions ... hinges on a tight control of the sparse spectral norm of the nonparametric Kendall...
  • DESP

  • Referenced in 0 articles [sw18768]
  • Matrices. Several estimators of the diagonal elements of a sparse precision (inverse covariance) matrix from ... Gaussian vectors for a given matrix of estimated marginal regression coefficients. Moreover, a robust estimator...
  • 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 ... range of problems in which banded estimators apply. We develop convex regularizers occupying the broad...
  • 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...
  • LANCELOT

  • Referenced in 304 articles [sw00500]
  • LANCELOT. A Fortran package for large-scale nonlinear...
  • LAPACK

  • Referenced in 1648 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • LSQR

  • Referenced in 372 articles [sw00530]
  • Algorithm 583: LSQR: Sparse Linear Equations and Least...
  • Macaulay2

  • Referenced in 1734 articles [sw00537]
  • Macaulay2 is a software system devoted to supporting...
  • Magma

  • Referenced in 2998 articles [sw00540]
  • Computer algebra system (CAS). Magma is a large...