Updating of the Gaussian graphical model through targeted penalized estimation

Wessel N. van Wieringen, Koen A. Stam, Carel F. W. Peeters, Mark A. van de Wiel. Updating of the Gaussian graphical model through targeted penalized estimation. J. Multivariate Analysis, 178:104621, 2020. [doi]

Abstract

Abstract is missing.