Selecting the tuning parameter in penalized Gaussian graphical models.

Antonino Abbruzzo Ivan Vujacic Angelo M. Mineo Ernst C. Wit

Published in: Stat. Comput. (2019)

Keyphrases

gaussian graphical models
graphical models
parameter settings
parameter tuning
least squares
parameter values
linear models
maximum likelihood
belief propagation
tuning parameters
probabilistic model
loss function
data mining
multi view
linear model