Inferring large graphs using \(\ell_1\)-penalized likelihood
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Publication:1704026
DOI10.1007/s11222-017-9769-zzbMath1384.62177arXiv1507.02018WikidataQ59603750 ScholiaQ59603750MaRDI QIDQ1704026
Victor Picheny, Matthieu Vignes, Magali Champion
Publication date: 8 March 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.02018
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
90C90: Applications of mathematical programming
68T05: Learning and adaptive systems in artificial intelligence
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