GGMncv

swMATH37733CRANGGMncvMaRDI QIDQ53434FDOQ53434

Gaussian Graphical Models with Nonconvex Regularization

Donald Williams

Last update: 15 December 2021

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2.1.1

Source code repository: https://github.com/cran/GGMncv

Cites work

• SparseNet: Coordinate Descent With Nonconvex Penalties
• Nearly unbiased variable selection under minimax concave penalty
• Beyond Lasso: A Survey of Nonconvex Regularization in Gaussian Graphical Models
• Variable Selection and Parameter Estimation with the Atan Regularization Method
• Variable selection and estimation with the seamless-L0 penalty models
• Variable selection and estimation using a continuous approximation to the $$L_0$$ L 0 penalty
• A unified approach to model selection and sparse recovery using regularized least squares
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Confidence intervals for high-dimensional inverse covariance estimation

Cited In (3)

• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
• GGMnonreg
• IRCcheck

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