Multiple Response Regression for Gaussian Mixture Models with Known Labels

DOI10.1002/SAM.11158MaRDI QIDQ4969864zbMATH OpenOpenAlexWikidataFDO

Authors Wonyul Lee, Ying Du, David Neil Hayes, Yufeng Liu, Wei Sun

Publication date 14 October 2020

Published in Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc3885347

zbMATH Keywords

Lassocovariance estimationregressionsparsityGLASSOmultiple responsehierarchical penalty

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

• scientific article; zbMATH DE number 1086070 (Why is no real title available?)
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• Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
• One-step sparse estimates in nonconcave penalized likelihood models
• Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
• Sparse inverse covariance estimation with the graphical lasso
• Sparse permutation invariant covariance estimation
• The Adaptive Lasso and Its Oracle Properties
• The composite absolute penalties family for grouped and hierarchical variable selection
• The nonparanormal: semiparametric estimation of high dimensional undirected graphs
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for multicategory SVM via adaptive sup-norm regularization

Describes a project that uses

Uses Software

• glasso

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