scientific article

zbMath1392.62155arXiv1601.00736MaRDI QIDQ2834471

George Michailidis, Sumanta Basu, Jiahe Lin, Moulinath Banerjee

Publication date: 22 November 2016

Full work available at URL: https://arxiv.org/abs/1601.00736

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

convergenceconsistencygraphical modelsblock coordinate descentpenalized likelihood

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (7)

A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions ⋮ Unnamed Item ⋮ High-Dimensional Gaussian Graphical Regression Models with Covariates ⋮ Sparse directed acyclic graphs incorporating the covariates ⋮ Regularized joint estimation of related vector autoregressive models ⋮ Bayesian Structure Learning in Multilayered Genomic Networks ⋮ Unnamed Item

Uses Software

• CRAN
• glasso
• huge

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