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Sparse covariance estimation in heterogeneous samples()

Standard Gaussian graphical models implicitly assume that the conditional independence among variables is common to all observations in the sample. However, in practice, observations are usually collected from heterogeneous populations where such an assumption is not satisfied, leading in turn to no...

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Detalhes bibliográficos
Publicado no:Electron J Stat
Main Authors: Rodríguez, Abel, Lenkoski, Alex, Dobra, Adrian
Formato: Artigo
Idioma:Inglês
Publicado em: 2011
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4767329/
https://ncbi.nlm.nih.gov/pubmed/26925189
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/11-EJS634
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