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Author

Jeongwon Choi

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Preprint Sep 2026

Adaptive Regularization via Extreme Value Distributions for Gaussian Graphical Models

This work derives Weibull, Gumbel, and Exponential penalties that approximate \(\ell_0\) penalization and calibrate their hyperparameters to each dataset's noise floor, and formally proves the asymptotic properties of their static forms.

A. Christensen, Jeongwon Choi, Hao-Yi Yang et al. · 0 citations

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