Inferring large graphs using \(\ell_1\)-penalized likelihood
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Publication:1704026
DOI10.1007/s11222-017-9769-zzbMath1384.62177arXiv1507.02018OpenAlexW2962886693WikidataQ59603750 ScholiaQ59603750MaRDI QIDQ1704026
Victor Picheny, Magali Champion, Matthieu Vignes
Publication date: 8 March 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.02018
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Learning and adaptive systems in artificial intelligence (68T05)
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