Gemini: graph estimation with matrix variate normal instances

DOI10.1214/13-AOS1187zbMath1301.62054arXiv1209.5075MaRDI QIDQ2249840

Shuheng Zhou

Publication date: 3 July 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.5075

zbMATH Keywords

covariance estimationgraphical model selectiongraphical lassoinverse covariance estimationmatrix variate normal distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30) Graphical methods in statistics (62A09)

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Uses Software

• UCI-ml
• glasso

Cites Work

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