Covariance estimation: the GLM and regularization perspectives (Q449843)
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scientific article; zbMATH DE number 6075180
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| English | Covariance estimation: the GLM and regularization perspectives |
scientific article; zbMATH DE number 6075180 |
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Covariance estimation: the GLM and regularization perspectives (English)
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1 September 2012
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Bayesian estimation
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Cholesky decomposition
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dependence
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correlation
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graphical models
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longitudinal data
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parsimony
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penalized likelihood
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precision matrix
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sparsity
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spectral decomposition
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variance-correlation decomposition
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0.8397069573402405
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0.8394556045532227
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0.8216085433959961
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0.8099930286407471
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0.8013251423835754
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