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Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO

Sameer K. Deshpande, Veronika Ročková, Edward I. George

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Source: Crossref

Published: May 17, 2019

DOI: 10.1080/10618600.2019.1593179

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Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO — Mathematical Frontier Network