Covariance estimation: the GLM and regularization perspectives
From MaRDI portal
Publication:449843
DOI10.1214/11-STS358zbMath1246.62139arXiv1202.1661MaRDI QIDQ449843
Publication date: 1 September 2012
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.1661
correlationlongitudinal dataspectral decompositionparsimonyBayesian estimationgraphical modelssparsityCholesky decompositionprecision matrixdependencepenalized likelihoodvariance-correlation decomposition
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Uses Software
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