Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
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Publication:3391213
DOI10.1080/10618600.2019.1593179OpenAlexW2751495563MaRDI QIDQ3391213
Veronika Rockova, Sameer K. Deshpande, Edward I. George
Publication date: 28 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.08911
EM algorithmnonconvex optimizationmultivariate regressionBayesian shrinkageGaussian graphical modeling
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