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Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm - MaRDI portal

Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm (Q6063603)

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scientific article; zbMATH DE number 7776155
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Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm
scientific article; zbMATH DE number 7776155

    Statements

    title
    Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm (English)
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    author
    Fentaw Abegaz
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    Ernst C. Wit
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    publication date
    12 December 2023
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    zbMATH Keywords
    Gaussian copula
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    \(\ell_l\)-penalized maximum likelihood
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    Gaussian graphical models
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    ascent-MCEM algorithm
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    extended rank likelihood
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    conditional independence
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    Identifiers

    Mathematics Subject Classification ID
    62Hxx
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    65Cxx
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    62Pxx
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    zbMATH DE Number
    7776155
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    DOI
    10.1111/STAN.12066
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