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The joint graphical lasso for inverse covariance estimation across multiple classes

We consider the problem of estimating multiple related Gaussian graphical models from a high-dimensional data set with observations belonging to distinct classes. We propose the joint graphical lasso, which borrows strength across the classes in order to estimate multiple graphical models that share...

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Bibliographic Details
Main Authors: Danaher, Patrick, Wang, Pei, Witten, Daniela M.
Format: Artigo
Language:Inglês
Published: 2013
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC4012833/
https://ncbi.nlm.nih.gov/pubmed/24817823
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/rssb.12033
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