Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO (Q3391213)

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Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
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    Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO (English)
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    28 March 2022
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    Bayesian shrinkage
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    EM algorithm
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    Gaussian graphical modeling
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    multivariate regression
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    nonconvex optimization
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