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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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Bibliographic Details
Published in:Electron J Stat
Main Authors: Rodríguez, Abel, Lenkoski, Alex, Dobra, Adrian
Format: Artigo
Language:Inglês
Published: 2011
Subjects:
Online Access: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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