Sparse estimation of multivariate Poisson log‐normal models from count data (Q4970413): Difference between revisions

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+Extended Bayesian information criteria for model selection with large model spaces
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+Posterior simulation and Bayes factors in panel count data models
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+Pathwise coordinate optimization
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+Sparse inverse covariance estimation with the graphical lasso
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+Computing the nearest correlation matrix--a problem from finance
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+Sparse estimation of large covariance matrices via a nested Lasso penalty
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+Regularization and Variable Selection Via the Elastic Net
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