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

> Research article (Journal of Computational and Graphical Statistics, 2019) · cited 67× · AI/ML

**Wikidata**: [openalex:W2751495563](https://www.wikidata.org/wiki/openalex:W2751495563)  
**Source**: https://4ort.xyz/entity/simultaneous-variable-and-covariance-selection-with-the-multivariate-spike-and-slab-lasso