Network exploration via the adaptive LASSO and SCAD penalties

DOI10.1214/08-AOAS215zbMath1166.62040arXiv0908.2053OpenAlexW3103368540WikidataQ41956523 ScholiaQ41956523MaRDI QIDQ2270657

Yang Feng, Yichao Wu, Jianqing Fan

Publication date: 29 July 2009

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

Full work available at URL: https://arxiv.org/abs/0908.2053

zbMATH Keywords

precision matrixLASSOSCADadaptive LASSOgenetic networkcovariance selectionbreast cancer dataGaussian concentration graphical modeltelephone call center data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

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Uses Software

• glasso
• MIM
• HdBCS

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