Sparse estimation of multivariate Poisson log‐normal models from count data

DOI10.1002/sam.11370OpenAlexW2964219675MaRDI QIDQ4970413

No author found.

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: https://arxiv.org/abs/1602.07337

zbMATH Keywords

Monte Carlo methodcount datacovariance estimationPoisson log-normal modelsparse multivariate model

Mathematics Subject Classification ID

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

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Uses Software

• glasso
• glmnet
• EMBERS

Cites Work

• Unnamed Item
• Computing the nearest correlation matrix--a problem from finance
• Sparse inverse covariance estimation with the graphical lasso
• Poisson dependency networks: gradient boosted models for multivariate count data
• Posterior simulation and Bayes factors in panel count data models
• Pathwise coordinate optimization
• Sparse estimation of large covariance matrices via a nested Lasso penalty
• Extended Bayesian information criteria for model selection with large model spaces
• An EM algorithm for multivariate Poisson distribution and related models
• Regularization and Variable Selection Via the Elastic Net
• PCAN: Probabilistic correlation analysis of two non‐normal data sets