A two-step method for estimating high-dimensional Gaussian graphical models

DOI10.1007/s11425-017-9438-5zbMath1447.62068MaRDI QIDQ2197843

Ji Zhu, Yuehan Yang

Publication date: 1 September 2020

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-017-9438-5

zbMATH Keywords

graphical model; sparse regression; penalized likelihood; covariance estimation; two-step method

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

62A09: Graphical methods in statistics

62H22: Probabilistic graphical models

Uses Software

• glasso
• ElemStatLearn