Updating of the Gaussian graphical model through targeted penalized estimation
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DOI: 10.1016/j.jmva.2020.104621
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- Zhang, Qingzhao & Ma, Shuangge & Huang, Yuan, 2021. "Promote sign consistency in the joint estimation of precision matrices," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
- Huangdi Yi & Qingzhao Zhang & Cunjie Lin & Shuangge Ma, 2022. "Information‐incorporated Gaussian graphical model for gene expression data," Biometrics, The International Biometric Society, vol. 78(2), pages 512-523, June.
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Keywords
Conditional independence graph; Inverse covariance; Markov chain; Network; Ridge penalty; Shrinkage;All these keywords.
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