Post-regularization inference for time-varying nonparanormal graphical models

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作者
Lu, Junwei [1 ]
Kolar, Mladen [2 ]
Liu, Han [1 ]
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[1] Department of Operations Research and Financial Engineering, Princeton University, Princeton,NJ,08544, United States
[2] Booth School of Business, University of Chicago, Chicago,IL,60637, United States
关键词
The authors are grateful for the support of NSF CAREER Award DMS1454377; NSF IIS1408910; NSF IIS1332109; NIH R01MH102339; NIH R01GM083084; and NIH R01HG06841. This work is also supported by an IBM Corporation Faculty Research Fund at the University of Chicago Booth School of Business. This work was completed in part with resources provided by the University of Chicago Research Computing Center;
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