robsel: Robust Selection Algorithm
Published • May 25, 2021
Authors:,,
Chau Tran
Sang‐Yun Oh
Pedro Cisneros‐Velarde
Abstract
An implementation of algorithms for estimation of the graphical lasso regularization parameter described in Pedro Cisneros-Velarde, Alexander Petersen and Sang-Yun Oh (2020) <http://proceedings.mlr.press/v108/cisneros20a.html>.
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