Innovated scalable dynamic learning for time-varying graphical models
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Publication:2197611
DOI10.1016/J.SPL.2020.108843zbMath1450.62053OpenAlexW3034958400MaRDI QIDQ2197611
Jia Zhou, Liwan Li, Yinfei Kong, Zemin Zheng
Publication date: 1 September 2020
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2020.108843
Uses Software
Cites Work
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- Model selection and estimation in the Gaussian graphical model
- Partial Correlation Estimation by Joint Sparse Regression Models
- Joint Estimation of Multiple Graphical Models from High Dimensional Time Series
- Sparse precision matrix estimation via lasso penalized D-trace loss
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