JGL (Q38877): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank |
Revision as of 08:12, 4 March 2024
Performs the Joint Graphical Lasso for Sparse Inverse Covariance Estimation on Multiple Classes
Language | Label | Description | Also known as |
---|---|---|---|
English | JGL |
Performs the Joint Graphical Lasso for Sparse Inverse Covariance Estimation on Multiple Classes |
Statements
19 December 2023
0 references
The Joint Graphical Lasso is a generalized method for estimating Gaussian graphical models/ sparse inverse covariance matrices/ biological networks on multiple classes of data. We solve JGL under two penalty functions: The Fused Graphical Lasso (FGL), which employs a fused penalty to encourage inverse covariance matrices to be similar across classes, and the Group Graphical Lasso (GGL), which encourages similar network structure between classes. FGL is recommended over GGL for most applications. Reference: Danaher P, Wang P, Witten DM. (2013) <doi:10.1111/rssb.12033>.
0 references