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stat.ML2026
The Regularization Parameter: Sparse Precision Matrix Estimation
Aryan Eftekhari, Daniel Sergio Vega, Ernst-Jan Camiel Wit +1
Sparse precision matrix estimation provides an interpretable and computationally efficient framework for modeling conditional dependencies in high-dimensional, low-sample-size data…
stat.ME2026
Loglinear modelling of huge contingency tables
Veronica Vinciotti, Ernst C. Wit
Contingency tables are the canonical representation of multivariate categorical data. As the size of the contingency table grows exponentially with the number of variables, even a…