The Bayesian covariance lasso
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Publication:897177
DOI10.4310/SII.2013.v6.n2.a8zbMath1327.62138WikidataQ41872574 ScholiaQ41872574MaRDI QIDQ897177
Haitao Chu, Joseph G. Ibrahim, Zakaria S. Khondker, Weili Lin, Hong-Tu Zhu
Publication date: 17 December 2015
Published in: Statistics and Its Interface (Search for Journal in Brave)
precision matrix; penalized likelihood; Bayesian covariance lasso; network exploration; non-full rank data
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