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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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Bibliografiske detaljer
Udgivet i:Electron J Stat
Main Authors: Rodríguez, Abel, Lenkoski, Alex, Dobra, Adrian
Format: Artigo
Sprog:Inglês
Udgivet: 2011
Fag:
Online adgang: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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