Simultaneous Variable and Covariance Selection with the Multivariate Spike-and-Slab LASSO
Deshpande, Sameer K., Ročková, Veronika, George, Edward I.Language:
english
Journal:
Journal of Computational and Graphical Statistics
DOI:
10.1080/10618600.2019.1593179
Date:
March, 2019
File:
PDF, 1009 KB
english, 2019