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@@ -10,9 +10,9 @@ trade off between element-wise (individual-level) and block-wise
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## Background: Negative Log-Likelihood
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In a Gaussian graphical model (GGM), the data matrix \\X\_{n \times d}\\
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In a Gaussian graphical model (GGM), the data matrix \\X\_{n \times p}\\
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consists of \\n\\ independent and identically distributed observations
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\\X_1, \dots, X_n\\ drawn from \\N_d(\mu,\Sigma)\\. Let \\\Omega =
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\\X_1, \dots, X_n\\ drawn from \\N_p(\mu,\Sigma)\\. Let \\\Omega =
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\Sigma^{-1}\\ denote the precision matrix, and define the empirical
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covariance matrix as \\S = n^{-1} \sum\_{i=1}^n
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(X_i-\bar{X})(X_i-\bar{X})^\top\\. Up to an additive constant, the
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\\ \hat{\Omega}\_{\mathrm{EBIC}} = {\arg\min}\_{\Omega} \left\\
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2\\\mathrm{nll}(\Omega) + \log(n)\\\lvert E(\Omega) \rvert +
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4\\\xi\\\log(d)\\\lvert E(\Omega) \rvert \right\\, \\
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4\\\xi\\\log(p)\\\lvert E(\Omega) \rvert \right\\, \\
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where \\\xi \in \[0,1\]\\ is a tuning parameter. Setting \\\xi = 0\\
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reduces EBIC to the classic BIC.
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2017](#ref-fan2017high))
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\\ \hat{\Omega}\_{\mathrm{HBIC}} = {\arg\min}\_{\Omega} \left\\
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2\\\mathrm{nll}(\Omega) + \log\[\log(n)\]\\\log(d)\\\lvert E(\Omega)
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2\\\mathrm{nll}(\Omega) + \log\[\log(n)\]\\\log(p)\\\lvert E(\Omega)
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\rvert \right\\. \\
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5. \\K\\-fold cross validation with negative log-likelihood loss.

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