Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm (Q6063603)
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scientific article; zbMATH DE number 7776155
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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