Updating of the Gaussian graphical model through targeted penalized estimation (Q108069): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2020.104621 / rank
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Property / author: Wessel N. van Wieringen / rank
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Latest revision as of 11:30, 9 December 2024

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Updating of the Gaussian graphical model through targeted penalized estimation
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    104621
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    July 2020
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    19 May 2020
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    Updating of the Gaussian graphical model through targeted penalized estimation (English)
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    conditional independence graph
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    inverse covariance
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    Markov chain
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    network
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    ridge penalty
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    shrinkage
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