Bayesian model-averaged regularization for Gaussian graphical models

Liu, Z

Liu, Z (reprint author), Univ Chicago, Dept Stat, 5734 S Univ Ave, Chicago, IL 60637 USA.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017; 46 (4): 3213

Abstract

The graphical lasso has now become a useful tool to estimate high-dimensional Gaussian graphical models, but its practical applications suffer from th......

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