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Model Selection and Estimation in the Matrix Normal Graphical Model

Motivated by analysis of gene expression data measured over different tissues or over time, we consider matrix-valued random variable and matrix-normal distribution, where the precision matrices have a graphical interpretation for genes and tissues, respectively. We present a l(1) penalized likeliho...

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Bibliographic Details
Main Authors: Yin, Jianxin, Li, Hongzhe
Format: Artigo
Language:Inglês
Published: 2012
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC3285238/
https://ncbi.nlm.nih.gov/pubmed/22368309
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2012.01.005
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