Estimation of graphical models using the L1,2 norm

DOI10.1111/ECTJ.12104MaRDI QIDQ5084378zbMATH OpenOpenAlexFDO

Authors Khai Xiang Chiong, Hyungsik Roger Moon

Publication date 24 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.10038

zbMATH Keywords

Gaussian graphical modelsgraphsinverse covariance matricesLASSOnetworkssparsity

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(5)

• On the total variation regularized estimator over a class of tree graphs
• Parameter Estimation for Undirected Graphical Models With Hard Constraints
• Estimation of high-dimensional seemingly unrelated regression models
• Model selection for inferring Gaussian graphical models
• Monitoring Heterogeneous Multivariate Profiles Based on Heterogeneous Graphical Model

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