Singular Gaussian graphical models: Structure learning

DOI10.1080/03610918.2017.1371747OpenAlexW2749088316MaRDI QIDQ5085090

Khalil Masmoudi, Afif Masmoudi

Publication date: 29 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1371747

zbMATH Keywords

dimension reductiongraphical modelsstructure learningGaussian Markov random fieldsingular Gaussian distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

Model selection for inferring Gaussian graphical models, An EM algorithm for singular Gaussian mixture models

Uses Software

• glasso
• HdBCS

Cites Work

• Sparse inverse covariance estimation with the graphical lasso
• Regression models with unknown singular covariance matrix
• Sparse graphical models for exploring gene expression data
• High-dimensional graphs and variable selection with the Lasso
• A Constrainedℓ₁Minimization Approach to Sparse Precision Matrix Estimation
• Model selection for Gaussian concentration graphs
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