A computationally fast alternative to cross-validation in penalized Gaussian graphical models (Q5220930)

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scientific article; zbMATH DE number 7183246
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A computationally fast alternative to cross-validation in penalized Gaussian graphical models
scientific article; zbMATH DE number 7183246

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    A computationally fast alternative to cross-validation in penalized Gaussian graphical models (English)
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    27 March 2020
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    Gaussian graphical model
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    penalized estimation
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    Kullback-Leibler loss
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    cross-validation
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    generalized approximate cross-validation
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    information criteria
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