MCPeSe: Monte Carlo penalty selection for graphical lasso.
Markku KuisminMikko J. SillanpääPublished in: Bioinform. (2021)
Keyphrases
- monte carlo
- markov chain
- monte carlo methods
- monte carlo simulation
- monte carlo tree search
- importance sampling
- markovian decision
- optimal strategy
- least squares
- particle filter
- adaptive sampling
- temporal difference
- point processes
- feature selection
- simulation study
- model selection
- variance reduction
- reinforcement learning
- cross validation
- variable selection
- confidence intervals
- temporal difference learning
- optimal solution