Penalized model-based clustering with unconstrained covariance matrices

DOI10.1214/09-EJS487zbMath1326.62143WikidataQ40471233 ScholiaQ40471233MaRDI QIDQ1952033

Hui Zhou, Wei Pan, Xiaotong Shen

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1262617415

zbMATH Keywords

EM algorithmnormal mixturesGaussian graphical modelspenalized likelihoodcovariance estimationsemi-supervised learning\(L_1\) penalizationhigh-dimension but low-sample size

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Uses Software

• glasso
• HdBCS

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