Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO (Q3391213)
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scientific article; zbMATH DE number 7499036
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| English | Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO |
scientific article; zbMATH DE number 7499036 |
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Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO (English)
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28 March 2022
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Bayesian shrinkage
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EM algorithm
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Gaussian graphical modeling
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multivariate regression
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nonconvex optimization
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