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koopman operator 1model predictive control 1nonlinear systems 1switching dynamics 1system identification 1

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stat.ME2025

Existence and optimisation of the partial correlation graphical lasso

Jack Storror Carter, Cesare Molinari

The partial correlation graphical LASSO (PCGLASSO) is a penalised likelihood method for Gaussian graphical models which provides scale invariant sparse estimation of the precision…