Fused graphical lasso for brain networks with symmetries
Author
Abstract
Suggested Citation
DOI: 10.1111/rssc.12514
Download full text from publisher
References listed on IDEAS
- Robert Tibshirani & Michael Saunders & Saharon Rosset & Ji Zhu & Keith Knight, 2005. "Sparsity and smoothness via the fused lasso," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(1), pages 91-108, February.
- Søren Højsgaard & Steffen L. Lauritzen, 2008. "Graphical Gaussian models with edge and vertex symmetries," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 1005-1027, November.
- Harvey,Andrew C., 2013.
"Dynamic Models for Volatility and Heavy Tails,"
Cambridge Books,
Cambridge University Press, number 9781107630024, September.
- Harvey,Andrew C., 2013. "Dynamic Models for Volatility and Heavy Tails," Cambridge Books, Cambridge University Press, number 9781107034723, January.
- Andrew Harvey & Alessandra Luati, 2014.
"Filtering With Heavy Tails,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1112-1122, September.
- Harvey, A. & Luati, A., 2012. "Filtering with heavy tails," Cambridge Working Papers in Economics 1255, Faculty of Economics, University of Cambridge.
- Tommaso Proietti & Alessandra Luati, 2008. "Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis," CEIS Research Paper 112, Tor Vergata University, CEIS, revised 14 Jul 2008.
- Patrick Danaher & Pei Wang & Daniela M. Witten, 2014. "The joint graphical lasso for inverse covariance estimation across multiple classes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(2), pages 373-397, March.
- Dvir Aran & Roman Camarda & Justin Odegaard & Hyojung Paik & Boris Oskotsky & Gregor Krings & Andrei Goga & Marina Sirota & Atul J. Butte, 2017. "Comprehensive analysis of normal adjacent to tumor transcriptomes," Nature Communications, Nature, vol. 8(1), pages 1-14, December.
- Peter C St. John & Francis J Doyle III, 2015. "Quantifying Stochastic Noise in Cultured Circadian Reporter Cells," PLOS Computational Biology, Public Library of Science, vol. 11(11), pages 1-17, November.
- Drew Creal & Siem Jan Koopman & André Lucas, 2013. "Generalized Autoregressive Score Models With Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 777-795, August.
- Højsgaard, Søren & Lauritzen, Steffen L., 2007. "Inference in Graphical Gaussian Models with Edge and Vertex Symmetries with the gRc Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 23(i06).
- Ming Yuan & Yi Lin, 2007. "Model selection and estimation in the Gaussian graphical model," Biometrika, Biometrika Trust, vol. 94(1), pages 19-35.
- H Massam & Q Li & X Gao, 2018. "Bayesian precision and covariance matrix estimation for graphical Gaussian models with edge and vertex symmetries," Biometrika, Biometrika Trust, vol. 105(2), pages 371-388.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jie Jian & Peijun Sang & Mu Zhu, 2024. "Two Gaussian Regularization Methods for Time-Varying Networks," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 29(4), pages 853-873, December.
- Catania, Leopoldo & Proietti, Tommaso, 2020.
"Forecasting volatility with time-varying leverage and volatility of volatility effects,"
International Journal of Forecasting, Elsevier, vol. 36(4), pages 1301-1317.
- Leopoldo Catania & Tommaso Proietti, 2019. "Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects," CEIS Research Paper 450, Tor Vergata University, CEIS, revised 06 Feb 2019.
- Davide Delle Monache & Ivan Petrella, 2014.
"Adaptive Models and Heavy Tails,"
Working Papers
720, Queen Mary University of London, School of Economics and Finance.
- Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
- Bernardi, Mauro & Catania, Leopoldo, 2018. "Portfolio optimisation under flexible dynamic dependence modelling," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 1-18.
- Lucas, André & Zhang, Xin, 2016.
"Score-driven exponentially weighted moving averages and Value-at-Risk forecasting,"
International Journal of Forecasting, Elsevier, vol. 32(2), pages 293-302.
- André Lucas & Xin Zhang, 2014. "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers 14-092/IV/DSF77, Tinbergen Institute, revised 09 Sep 2015.
- Lucas, André & Zhang, Xin, 2015. "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series 309, Sveriges Riksbank (Central Bank of Sweden).
- Michele Caivano & Andrew Harvey, 2014.
"Time-series models with an EGB2 conditional distribution,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 558-571, November.
- M. Caivano & A. Harvey, 2013. "Time series models with an EGB2 conditional distribution," Cambridge Working Papers in Economics 1325, Faculty of Economics, University of Cambridge.
- Michele Caivano & Andrew Harvey, 2014. "Time series models with an EGB2 conditional distribution," Temi di discussione (Economic working papers) 947, Bank of Italy, Economic Research and International Relations Area.
- Delle Monache, Davide & Petrella, Ivan, 2017.
"Adaptive models and heavy tails with an application to inflation forecasting,"
International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers 1603, Birkbeck Centre for Applied Macroeconomics.
- Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
- Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016.
"Spillover dynamics for systemic risk measurement using spatial financial time series models,"
Journal of Econometrics, Elsevier, vol. 195(2), pages 211-223.
- Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2014. "Spillover dynamics for systemic risk measurement using spatial financial time series models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100632, Verein für Socialpolitik / German Economic Association.
- Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016. "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers 16-082/III, Tinbergen Institute.
- Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2020.
"Risk endogeneity at the lender/investor-of-last-resort,"
Journal of Monetary Economics, Elsevier, vol. 116(C), pages 283-297.
- Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 2225, European Central Bank.
- Caballero, Diego & Lucas, Andr e & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 382, Sveriges Riksbank (Central Bank of Sweden).
- Diego Caballero & André Lucas & Bernd Schwaab & Xin Zhang, 2019. "Risk endogeneity at the lender/investor-of-last-resort," BIS Working Papers 766, Bank for International Settlements.
- Tranberg, Bo & Hansen, Rasmus Thrane & Catania, Leopoldo, 2020. "Managing volumetric risk of long-term power purchase agreements," Energy Economics, Elsevier, vol. 85(C).
- Paolo Gorgi, 2020. "Beta–negative binomial auto‐regressions for modelling integer‐valued time series with extreme observations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(5), pages 1325-1347, December.
- Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021.
"Networking the yield curve: implications for monetary policy,"
Working Paper Series
2532, European Central Bank.
- Tatjana Dahlhaus & Julia Schaumburg & Tatevik Sekhposyan, 2021. "Networking the Yield Curve: Implications for Monetary Policy," Staff Working Papers 21-4, Bank of Canada.
- Blasques, F. & Gorgi, P. & Koopman, S.J., 2019. "Accelerating score-driven time series models," Journal of Econometrics, Elsevier, vol. 212(2), pages 359-376.
- Siem Jan Koopman & Rutger Lit & André Lucas & Anne Opschoor, 2018. "Dynamic discrete copula models for high‐frequency stock price changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 966-985, November.
- Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk, 2014. "New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels," Tinbergen Institute Discussion Papers 14-073/IV, Tinbergen Institute, revised 19 Aug 2015.
- Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2022. "Implicit score-driven filters for time-varying parameter models," Tinbergen Institute Discussion Papers 22-066/III, Tinbergen Institute, revised 21 Nov 2024.
- Linton, Oliver & Wu, Jianbin, 2020. "A coupled component DCS-EGARCH model for intraday and overnight volatility," Journal of Econometrics, Elsevier, vol. 217(1), pages 176-201.
- F Blasques & P Gorgi & S Koopman & O Wintenberger, 2016.
"Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models,"
Papers
1610.02863, arXiv.org.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2018. "Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models," Post-Print hal-01377971, HAL.
- Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2017.
"Time-Varying Transition Probabilities for Markov Regime Switching Models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 38(3), pages 458-478, May.
- Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014. "Time Varying Transition Probabilities for Markov Regime Switching Models," Tinbergen Institute Discussion Papers 14-072/III, Tinbergen Institute.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:70:y:2021:i:5:p:1299-1322. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.