A modified expectation‐maximization algorithm for latent Gaussian graphical model

DOI10.1002/cjs.11643zbMath1492.62109OpenAlexW3187127340MaRDI QIDQ5094319

Ian A. Wood, Jingfang Huang, Chaowen Zheng, Yichao Wu

Publication date: 2 August 2022

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

Full work available at URL: https://doi.org/10.1002/cjs.11643

zbMATH Keywords

EM algorithmlatent Gaussian modelconditional dependence structuregraphical model for mixed data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Probabilistic graphical models (62H22)

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