Ye, Ai; Gates, Kathleen M.; Henry, Teague Rhine; Luo, Lan Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression. (English) Zbl 1477.62360 Psychometrika 86, No. 2, 404-441 (2021). MSC: 62P15 62M10 62J07 PDFBibTeX XMLCite \textit{A. Ye} et al., Psychometrika 86, No. 2, 404--441 (2021; Zbl 1477.62360) Full Text: DOI Link
Bollhöfer, Matthias; Eftekhari, Aryan; Scheidegger, Simon; Schenk, Olaf Large-scale sparse inverse covariance matrix estimation. (English) Zbl 1414.65043 SIAM J. Sci. Comput. 41, No. 1, A380-A401 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 65N55 65F10 65N22 65F50 65K05 62H12 PDFBibTeX XMLCite \textit{M. Bollhöfer} et al., SIAM J. Sci. Comput. 41, No. 1, A380--A401 (2019; Zbl 1414.65043) Full Text: DOI
Aste, Tomaso; Di Matteo, T. Sparse causality network retrieval from short time series. (English) Zbl 1378.62055 Complexity 2017, Article ID 4518429, 13 p. (2017). MSC: 62M10 62J07 93C05 PDFBibTeX XMLCite \textit{T. Aste} and \textit{T. Di Matteo}, Complexity 2017, Article ID 4518429, 13 p. (2017; Zbl 1378.62055) Full Text: DOI arXiv