Robust sparse Gaussian graphical modeling
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Publication:2404420
DOI10.1016/j.jmva.2017.07.012zbMath1373.62253arXiv1508.05571OpenAlexW2963797419MaRDI QIDQ2404420
Kei Hirose, Hironori Fujisawa, Jun Sese
Publication date: 18 September 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.05571
Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (3)
Robust Bayesian inference via γ-divergence ⋮ Robust Time-Varying Undirected Graphs ⋮ Robust Bayesian model selection for variable clustering with the Gaussian graphical model
Uses Software
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