no code implementations • 12 Oct 2020 • Carel F. W. Peeters, Anders Ellern Bilgrau, Wessel N. van Wieringen
As such, it provides a one-stop-shop for graphical modeling of high-dimensional precision matrices.
1 code implementation • 27 Mar 2019 • Carel F. W. Peeters, Caroline Übelhör, Steven W. Mes, Roland Martens, Thomas Koopman, Pim de Graaf, Floris H. P. van Velden, Ronald Boellaard, Jonas A. Castelijns, Dennis E. te Beest, Martijn W. Heymans, Mark A. van de Wiel
It outperforms other classification (and feature selection) techniques in both external and internal validation settings regarding survival in squamous cell cancers.
1 code implementation • 14 Aug 2016 • Carel F. W. Peeters, Mark A. van de Wiel, Wessel N. van Wieringen
Many modern statistical applications ask for the estimation of a covariance (or precision) matrix in settings where the number of variables is larger than the number of observations.
1 code implementation • 26 Sep 2015 • Anders Ellern Bilgrau, Carel F. W. Peeters, Poul Svante Eriksen, Martin Bøgsted, Wessel N. van Wieringen
Situations are considered in which the classes are defined by data sets and subtypes of diseases.
1 code implementation • 4 Mar 2014 • Wessel N. van Wieringen, Carel F. W. Peeters
We study ridge estimation of the precision matrix in the high-dimensional setting where the number of variables is large relative to the sample size.
Methodology