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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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Detalhes bibliográficos
Publicado no:Stat Sin
Main Authors: Cai, T. Tony, Li, Hongzhe, Liu, Weidong, Xie, Jichun
Formato: Artigo
Idioma:Inglês
Publicado em: 2016
Assuntos:
Acesso em linha: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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