Sparse Cholesky covariance parametrization for recovering latent structure in ordered data

Bibliographic Details
Authors: Córdoba Sánchez, Irene, Bielza Lozoya, María Concepción|||0000-0001-7109-2668, Larrañaga Múgica, Pedro María|||0000-0003-0652-9872, Varando, Gherardo
Format: article
Publication Date:2020
Country:España
Institution:Universidad Politécnica de Madrid
Repository:Archivo Digital UPM
OAI Identifier:oai:oa.upm.es:72693
Online Access:https://oa.upm.es/72693/
Access Level:Open access
Keyword:Covariance matrix
Sparse matrices
Regression analysis
Graphical model
Gaussian distribution
Description
Description not available.