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Covariance structure estimation with Laplace approximation.

Bongjung SungJaeyong Lee
Published in: J. Multivar. Anal. (2023)
Keyphrases
  • estimation algorithm
  • hierarchical structure
  • closed form
  • error bounds
  • real time
  • data sets
  • genetic algorithm
  • search algorithm
  • pairwise
  • parameter estimation
  • structural information
  • graph structure
  • complex structures