The conditional censored graphical Lasso estimator

DOI10.1007/s11222-020-09945-7zbMath1452.62518arXiv1910.12775OpenAlexW2981643901MaRDI QIDQ2209704

Luigi Augugliaro, Gianluca Sottile, Veronica Vinciotti

Publication date: 4 November 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.12775

zbMATH Keywords

censored datasparsityhigh-dimensional settingcensored graphical Lassoconditional Gaussian graphical models

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01) Probabilistic graphical models (62H22)

Related Items (1)

Extending graphical models for applications: on covariates, missingness and normality

Uses Software

• glasso
• glmnet
• huge

Cites Work

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