Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm (Q6063603): Difference between revisions

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Latest revision as of 11:56, 21 August 2024

scientific article; zbMATH DE number 7776155
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English
Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm
scientific article; zbMATH DE number 7776155

    Statements

    Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm (English)
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    12 December 2023
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    Gaussian copula
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    \(\ell_l\)-penalized maximum likelihood
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    Gaussian graphical models
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    ascent-MCEM algorithm
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    extended rank likelihood
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    conditional independence
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    Identifiers

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