Group-wise shrinkage estimation in penalized model-based clustering (Q2680189)

scientific article

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English	Group-wise shrinkage estimation in penalized model-based clustering	scientific article

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instance of

scholarly article

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title

Group-wise shrinkage estimation in penalized model-based clustering (English)

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DOI

10.1007/s00357-022-09421-z

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Journal of Classification

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publication date

30 January 2023

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full work available at URL

https://arxiv.org/abs/2105.07935

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Mathematics Subject Classification ID

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model-based clustering

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penalized likelihood

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sparse precision matrices

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Gaussian graphical models

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graphical Lasso

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EM algorithm

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describes a project that uses

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MaRDI publication profile

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Model-Based Gaussian and Non-Gaussian Clustering

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Dirichlet–Laplace Priors for Optimal Shrinkage

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Covariance regularization by thresholding

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Sparse estimation of a covariance matrix

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Stable and visualizable Gaussian parsimonious clustering models

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Simultaneous model-based clustering and visualization in the Fisher discriminative subspace

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Model-based clustering of high-dimensional data: a review

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Model-Based Clustering and Classification for Data Science

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High-dimensional data clustering

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Better than the best? Answers via model ensemble in density-based clustering

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Estimation of a covariance matrix with zeros

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The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes

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Q4139463

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Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging

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Q3286850

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Network exploration via the adaptive LASSO and SCAD penalties

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Variable selection methods for model-based clustering

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Model-based clustering with sparse covariance matrices

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Model-Based Clustering, Discriminant Analysis, and Density Estimation

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Sparse inverse covariance estimation with the graphical lasso

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What are the Most Important Statistical Ideas of the Past 50 Years?

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Joint estimation of multiple graphical models

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Q5251797

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Graphical Gaussian Models With Edge and Vertex Symmetries

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Gene network reconstruction using global-local shrinkage priors

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Shrinkage tuning parameter selection in precision matrices estimation

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Maximum likelihood estimation for multivariate skew normal mixture models

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Variable Selection for Clustering with Gaussian Mixture Models

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Variable selection in model-based clustering: a general variable role modeling

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Modelling high-dimensional data by mixtures of factor analyzers

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Model-based clustering

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High-dimensional graphs and variable selection with the Lasso

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Node-Based Learning of Multiple Gaussian Graphical Models

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Q3174113

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High‐Dimensional Covariance Estimation

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Variable Selection for Model-Based Clustering

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Estimating the dimension of a model

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Improved initialisation of model-based clustering using Gaussian hierarchical partitions

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Q4864293

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Parsimonious skew mixture models for model-based clustering and classification

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Bayesian graphical Lasso models and efficient posterior computation

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Coordinate descent algorithm for covariance graphical Lasso

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Mixture model averaging for clustering

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Q3358073

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Penalized model-based clustering

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The huge Package for High-dimensional Undirected Graph Estimation in R

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Penalized model-based clustering with unconstrained covariance matrices

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The Adaptive Lasso and Its Oracle Properties

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On the ``degrees of freedom'' of the lasso

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Mathematics(1 entry)

mardi Publication:2680189