Extending GLASSO to non-Gaussian settings: sparse concentration estimation via EM algorithm
From MaRDI portal
Cites work
- A mixture of generalized hyperbolic distributions
- A multivariate generalization of the power exponential family of distributions
- Approximate Gibbs sampler for Bayesian Huberized lasso
- Confidence intervals for high-dimensional inverse covariance estimation
- Dependence in elliptical partial correlation graphs
- Estimation and order selection for multivariate exponential power mixture models
- Flexible Bayesian quantile regression based on the generalized asymmetric Huberised-type distribution
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- scientific article; zbMATH DE number 1390900 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- scientific article; zbMATH DE number 3354336 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- Intermediate Probability
- Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
- Multivariate statistical methods. Going beyond the linear. -- vector-moments and vector-cumulants -- nonlinear statistics of normal multivariates -- testing skewness and kurtosis
- On Fisher information for multivariate elliptically contoured distributions
- Partial correlation screening for estimating large precision matrices, with applications to classification
- Propriétés asymptotiques d'un estimateur bi-spectral pour un processus p-adique strictement homogène
- Robust Bayesian graphical modeling using -divergence
- Robust Bayesian structure learning for graphical models with T-distributions using G-Wishart prior
- Robust Shrinkage Estimation of High-Dimensional Covariance Matrices
- Robust sparse Gaussian graphical modeling
- Sparse graphical modelling for global minimum variance portfolio
- Sparse inverse covariance estimation with the graphical lasso
- The graphical lasso: new insights and alternatives
- Variable selection method based on BIC with consistency for non-zero partial correlations under a large-dimensional setting
This page was built for publication: Extending GLASSO to non-Gaussian settings: sparse concentration estimation via EM algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7311991)