GGMncv (Q53434)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Gaussian Graphical Models with Nonconvex Regularization
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | GGMncv |
Gaussian Graphical Models with Nonconvex Regularization |
Statements
0 references
0 references
4 May 2026
0 references
Estimate Gaussian graphical models with nonconvex penalties, including methods described by Williams (2020) <doi:10.31234/osf.io/ad57p>. Penalties include atan (Wang and Zhu, 2016) <doi:10.1155/2016/6495417>, seamless L0 (Dicker, Huang and Lin, 2013) <doi:10.5705/ss.2011.074>, exponential (Wang, Fan and Zhu, 2018) <doi:10.1007/s10463-016-0588-3>, smooth integration of counting and absolute deviation (Lv and Fan, 2009) <doi:10.1214/09-AOS683>, logarithm (Mazumder, Friedman and Hastie, 2011) <doi:10.1198/jasa.2011.tm09738>, Lq, smoothly clipped absolute deviation (Fan and Li, 2001) <doi:10.1198/016214501753382273>, and minimax concave penalty (Zhang, 2010) <doi:10.1214/09-AOS729>. The package also provides extensions for variable inclusion probabilities, multiple regression coefficients, and statistical inference (Janková and van de Geer, 2015) <doi:10.1214/15-EJS1031>.
0 references
Identifiers
15 October 2023
0 references
