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Partial correlation graphical LASSO - MaRDI portal

Partial correlation graphical LASSO (Q6196791)

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scientific article; zbMATH DE number 7819221
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English
Partial correlation graphical LASSO
scientific article; zbMATH DE number 7819221

    Statements

    title
    Partial correlation graphical LASSO (English)
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    author
    Q6196790
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    David Rossell
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    James Q. Smith
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    publication date
    15 March 2024
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    zbMATH Keywords
    covariance matrix estimation
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    Gaussian graphical model
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    graphical LASSO
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    partial correlation
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    penalized likelihood
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    precision matrix
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    cites work
    Q3096116
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    Q2905113
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    The Bayesian Lasso
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    Identifiers

    arXiv ID
    2104.10099
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    DOI
    10.1111/sjos.12675
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    zbMATH DE Number
    7819221
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    OpenAlex ID
    W3155452571
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