Group-wise shrinkage estimation in penalized model-based clustering

DOI10.1007/s00357-022-09421-zOpenAlexW4304190229MaRDI QIDQ2680189

Michael Fop, Alessandro Casa, Andrea Cappozzo

Publication date: 30 January 2023

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.07935

zbMATH Keywords

EM algorithmmodel-based clusteringGaussian graphical modelspenalized likelihoodgraphical Lassosparse precision matrices

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Uses Software

• mclust
• R
• gRc
• glasso
• PGMM
• e1071
• caret
• huge
• spcov
• MBCbook

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