A computationally fast alternative to cross-validation in penalized Gaussian graphical models (Q5220930)
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scientific article; zbMATH DE number 7183246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computationally fast alternative to cross-validation in penalized Gaussian graphical models |
scientific article; zbMATH DE number 7183246 |
Statements
A computationally fast alternative to cross-validation in penalized Gaussian graphical models (English)
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27 March 2020
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Gaussian graphical model
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penalized estimation
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Kullback-Leibler loss
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cross-validation
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generalized approximate cross-validation
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information criteria
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