Partial correlation graphical LASSO
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Publication:6196791
DOI10.1111/sjos.12675arXiv2104.10099OpenAlexW3155452571MaRDI QIDQ6196791
Unnamed Author, James Q. Smith, David Rossell
Publication date: 15 March 2024
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.10099
Gaussian graphical modelprecision matrixpenalized likelihoodcovariance matrix estimationpartial correlationgraphical LASSO
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