most citedTuning parameter selection for penalized likelihood estimation of inverse covariance matrix

9 citations · 9 across the 1 of their papers we have counts for

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stat.ME2009★ 9 cited

Tuning parameter selection for penalized likelihood estimation of inverse covariance matrix

Xin Gao, Daniel Q. Pu, Yuehua Wu +1

In a Gaussian graphical model, the conditional independence between two variables are characterized by the corresponding zero entries in the inverse covariance matrix. Maximum like…