A modified expectation‐maximization algorithm for latent Gaussian graphical model
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Publication:5094319
DOI10.1002/cjs.11643zbMath1492.62109MaRDI QIDQ5094319
Yichao Wu, Jingfang Huang, Ian A. Wood, Chaowen Zheng
Publication date: 2 August 2022
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11643
EM algorithm; latent Gaussian model; conditional dependence structure; graphical model for mixed data