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The cluster graphical lasso for improved estimation of Gaussian graphical models
The task of estimating a Gaussian graphical model in the high-dimensional setting is considered. The graphical lasso, which involves maximizing the Gaussian log likelihood subject to a lasso penalty, is a well-studied approach for this task. A surprising connection between the graphical lasso and hi...
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| Gepubliceerd in: | Comput Stat Data Anal |
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| Hoofdauteurs: | , , |
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
2014
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4307846/ https://ncbi.nlm.nih.gov/pubmed/25642008 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.csda.2014.11.015 |
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