A computationally fast alternative to cross-validation in penalized Gaussian graphical models
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Publication:5220930
DOI10.1080/00949655.2014.992020OpenAlexW2156489193MaRDI QIDQ5220930
Ivan Vujačić, Antonino Abbruzzo, Ernst C. Wit
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.6216
cross-validationGaussian graphical modelinformation criteriaKullback-Leibler losspenalized estimationgeneralized approximate cross-validation
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Related Items (7)
Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks ⋮ Ridge estimation of inverse covariance matrices from high-dimensional data ⋮ Partial correlation graphical LASSO ⋮ Edge selection for undirected graphs ⋮ Model-based clustering for populations of networks ⋮ The spectral condition number plot for regularization parameter evaluation ⋮ Selecting the tuning parameter in penalized Gaussian graphical models
Uses Software
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