D-trace estimation of a precision matrix with eigenvalue control

DOI10.1080/03610918.2019.1580730MaRDI QIDQ5082604zbMATH OpenOpenAlexWikidataFDO

Authors Vahe Avagyan

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/03610918.2019.1580730

zbMATH Keywords

D-traceGaussian graphical modelgene expressionHannan-Quinn information criteriontrace penalization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Probabilistic graphical models (62H22) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(3)

• D-trace estimation of a precision matrix using adaptive lasso penalties
• Precision matrix estimation using penalized generalized Sylvester matrix equation
• Sparse precision matrix estimation via lasso penalized D-trace loss

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Uses Software

• glasso

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