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Estimating Time-Varying Graphical Models - MaRDI portal

Estimating Time-Varying Graphical Models (Q3391467)

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English
Estimating Time-Varying Graphical Models
scientific article

    Statements

    title
    Estimating Time-Varying Graphical Models (English)
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    author
    Jilei Yang
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    Jie Peng
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    publication date
    28 March 2022
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    zbMATH Keywords
    ADMM algorithm
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    Gaussian graphical model
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    group-Lasso
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    pseudo-likelihood approximation
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    S\&P 500
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    describes a project that uses
    KELLER
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    igraph
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    R
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    glasso
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    Identifiers

    zbMATH DE Number
    7499282
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    OpenAlex ID
    W2966641445
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