Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition

DOI10.1016/j.spl.2023.110004zbMath1530.62025OpenAlexW4388997325MaRDI QIDQ6152263

Fan-qun Li, Kong-Sheng Zhang, Mingtao Zhao

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2023.110004

zbMATH Keywords

regressiongraphical modelmodified Cholesky decompositionBayesian adaptive Lasso

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Probabilistic graphical models (62H22)

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