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Joint Estimation of Multiple High-dimensional Precision Matrices

Motivated by analysis of gene expression data measured in different tissues or disease states, we consider joint estimation of multiple precision matrices to effectively utilize the partially shared graphical structures of the corresponding graphs. The procedure is based on a weighted constrained ℓ(...

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Bibliografiske detaljer
Udgivet i:Stat Sin
Main Authors: Cai, T. Tony, Li, Hongzhe, Liu, Weidong, Xie, Jichun
Format: Artigo
Sprog:Inglês
Udgivet: 2016
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC5351783/
https://ncbi.nlm.nih.gov/pubmed/28316451
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.2014.256
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