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pith:2026:JNFDZFF322L6WCVHRTTHDUHUBO
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Estimating Precision Matrices for High-Dimensional Interval-Valued Data

Hao Xu, Wan Tian, Wenhao Cui, Zhongfeng Qin

Assuming upper and lower interval bounds share the same dependency structure allows consistent estimation of precision matrices via a specialized graphical lasso.

arxiv:2605.14453 v1 · 2026-05-14 · stat.ME

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Claims

C1strongest claim

We assume that the upper and lower bounds of the intervals share the same conditional dependency structure, and then formulate the interval graphical lasso optimization objective to estimate the precision matrix. ... prove the sparsity and consistency of the estimator.

C2weakest assumption

The assumption that the upper and lower bounds of the intervals share the same conditional dependency structure.

C3one line summary

Introduces interval graphical lasso to estimate a shared precision matrix for interval-valued data and proves its sparsity and consistency.

References

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[1] Essays in honor of Aman Ullah , volume= 2016
[2] A well-conditioned estimator for large-dimensional covariance matrices , volume = 2004 · doi:10.1016/s0047-259x(03)00096-4
[3] Journal of the American Statistical Association , volume= 2003
[4] Econometric Reviews , year=
[5] Journal of Business & Economic Statistics , volume= 2013
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First computed 2026-05-17T23:39:06.871019Z
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Canonical hash

4b4a3c94bbd697eb0aa78ce671d0f40b8a739303083c1cfe8f9e3b1b9cdd337f

Aliases

arxiv: 2605.14453 · arxiv_version: 2605.14453v1 · doi: 10.48550/arxiv.2605.14453 · pith_short_12: JNFDZFF322L6 · pith_short_16: JNFDZFF322L6WCVH · pith_short_8: JNFDZFF3
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/JNFDZFF322L6WCVHRTTHDUHUBO \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
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Canonical record JSON
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