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The Nonparanormal：Semiparametric Estimation of High Dimensional Undirected Graphs
Graphical models Gaussian copula high dimensional inference sparsity 1 regularization graphical lasso paranormal occult
2010/3/18
Recent methods for estimating sparse undirected graphs for real-valued data in
high dimensional problems rely heavily on the assumption of normality. We show
how to use a semiparametric Gaussian cop...