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Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models - MaRDI portal

Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models (Q6116588)

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scientific article; zbMATH DE number 7713791
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Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models
scientific article; zbMATH DE number 7713791

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    Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models (English)
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    18 July 2023
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    Gaussian graphical models
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    precision matrix
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    Lasso penalization
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    unbalanced distributed setting
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    de-biased estimator
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    pseudo log-likelihood
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