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A simple method for estimating Gaussian graphical models - MaRDI portal

A simple method for estimating Gaussian graphical models

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Publication:6621324

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DOI10.5705/ss.202021.0273MaRDI QIDQ6621324

Yiyi Yin, Yang Song, Hui Zou

Publication date: 18 October 2024

Published in: Statistica Sinica (Search for Journal in Brave)

zbMATH Keywords

sparsity Gaussian graphical model graphical Lasso coordinate descent exact recovery irrepresentable conditions

Mathematics Subject Classification ID

Statistics (62-XX)

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