Concepedia

High-dimensional Dependence

High-Dimensional Dependence is a statistical framework that models the complex interdependencies among a large number of random variables, where the dependence structure cannot be adequately captured by pairwise or low-dimensional methods due to the curse of dimensionality and the need for scalable, structured, or sparse representations.

131

Publications

6.6K

Citations

319

Authors

201

Institutions

Publications per year

2017–2026

47

Parents

Publications

131

Joint estimation of multiple graphical models

Juan Guo, Elizaveta Levina, George Michailidis et al. · Biometrika · 2011 · 457 citations · Full text

, , +15

BAYESIAN MODEL ASSESSMENT IN FACTOR ANALYSIS

Hedibert F. Lopes, Mike West · 2004 · 409 citations

, , +16

A general framework for multiple testing dependence

Jeffrey T. Leek, John D. Storey · Proceedings of the National Academy of Sciences · 2008 · 399 citations · Full text

, , +17

Truncated regular vines in high dimensions with application to financial data

Eike Brechmann, Claudia Czado · Canadian Journal of Statistics · 2012 · 274 citations

, , +14

Modeling Dependence in High Dimensions With Factor Copulas

Dong Hwan Oh, Andrew J. Patton · Journal of Business and Economic Statistics · 2015 · 246 citations · Full text

, , +13

1–5 of 131

Authors

319

  1. JF
    Jianqing Fan

    Princeton University, United States

    5 publications · 162 citations

    5

    h-index

  2. JC
    Jinyuan Chang

    Southwestern University of Finance and Economics, China

    4 publications · 163 citations

    4

    h-index

  3. CC
    Claudia Czado

    Technical University of Munich, Germany

    4 publications · 316 citations

    4

    h-index

  4. GC
    Guang Cheng

    Purdue University West Lafayette, United States

    3 publications · 124 citations

    3

    h-index

  5. XZ
    Xianyang Zhang

    Texas A&M University, United States

    3 publications · 92 citations

    3

    h-index

1–5 of 319

Institutions

201

  1. Princeton University

    Princeton, United States

    10 h-index

    14 publications

    865 citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    5 h-index

    11 publications

    413 citations

  3. Technical University of Munich

    Munich, Germany

    5 h-index

    8 publications

    656 citations

  4. University of Illinois Urbana-Champaign

    Urbana, United States

    5 h-index

    6 publications

    193 citations

  5. Texas A&M University

    College Station, United States

    4 h-index

    5 publications

    259 citations

  6. Massachusetts Institute of Technology

    Cambridge, United States

    4 h-index

    10 publications

    440 citations

  7. Stanford University

    Stanford, United States

    4 h-index

    4 publications

    210 citations

  8. Carnegie Mellon University

    Pittsburgh, United States

    4 h-index

    7 publications

    125 citations

1–8 of 201

Venues

  1. arXiv (Cornell University)

    Repository · 18 publications · 487 citations

    12

    h-index

  2. Computational Statistics & Data Analysis

    CSDA · 4 publications · 70 citations

    4

    h-index

  3. The Annals of Statistics

    4 publications · 178 citations

    4

    h-index

  4. Proceedings of the AAAI Conference on Artificial Intelligence

    Conference · 4 publications · 95 citations

    4

    h-index

  5. 3

    h-index

1–5