On the probability of (falsely) connecting two distinct components when learning a GGM

DOI10.1080/03610926.2023.2173973MaRDI QIDQ6571732

Author name not available (Why is that?), Daniela De Canditiis

Publication date: 12 July 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Sparse inverse covariance estimation with the graphical lasso
• High-dimensional graphs and variable selection with the Lasso
• High dimensional inverse covariance matrix estimation via linear programming
• A Constrainedℓ₁Minimization Approach to Sparse Precision Matrix Estimation
• Model selection and estimation in the Gaussian graphical model
• Partial Correlation Estimation by Joint Sparse Regression Models

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