Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm

DOI10.1111/stan.12066MaRDI QIDQ6063603

Ernst C. Wit, Fentaw Abegaz

Publication date: 12 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://pure.rug.nl/ws/files/83205775/Copula_Gaussian_graphical_models_with_penalized_ascent_Monte_Carlo_EM_algorithm.pdf

zbMATH Keywords

conditional independenceGaussian copulaGaussian graphical modelsextended rank likelihood\(\ell_l\)-penalized maximum likelihoodascent-MCEM algorithm

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Probabilistic methods, stochastic differential equations (65Cxx)

Related Items (3)

Extending graphical models for applications: on covariates, missingness and normality ⋮ Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models ⋮ Structure learning for zero-inflated counts with an application to single-cell RNA sequencing data

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