The Bayesian covariance lasso

DOI10.4310/SII.2013.v6.n2.a8zbMath1327.62138OpenAlexW2032167314WikidataQ41872574 ScholiaQ41872574MaRDI QIDQ897177

Haitao Chu, Joseph G. Ibrahim, Zakaria S. Khondker, Weili Lin, Hong-Tu Zhu

Publication date: 17 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2013.v6.n2.a8

zbMATH Keywords

precision matrixpenalized likelihoodBayesian covariance lassonetwork explorationnon-full rank data

Mathematics Subject Classification ID

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Uses Software

• glasso
• MIM

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