Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models

DOI10.1007/s11222-023-10211-9zbMath1516.62021OpenAlexW4322009236MaRDI QIDQ6116588

Eugen Pircalabelu, Ensiyeh Nezakati

Publication date: 18 July 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-023-10211-9

zbMATH Keywords

Gaussian graphical modelsprecision matrixde-biased estimatorLasso penalizationpseudo log-likelihoodunbalanced distributed setting

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Probabilistic graphical models (62H22)

Related Items (1)

Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting

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