Uniform joint screening for ultra-high dimensional graphical models

DOI10.1016/j.jmva.2020.104645zbMath1448.62089OpenAlexW3033573189MaRDI QIDQ2196128

Zemin Zheng, Haiyu Shi, Yang Li, Hui Yuan

Publication date: 28 August 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104645

zbMATH Keywords

Gaussian graphical modelsscreening consistencyultra-high dimensionalityordinary least square projectionuniform joint screening

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Probabilistic graphical models (62H22)

Related Items (1)

Reproducible learning in large-scale graphical models

Uses Software

• glasso

Cites Work

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