Joint estimation of multiple graphical models (Q3168763)

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Joint estimation of multiple graphical models
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    title
    Joint estimation of multiple graphical models (English)
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    DOI
    10.1093/biomet/asq060
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    author
    Jian Guo
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    Elizaveta Levina
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    George Michailidis
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    Ji Zhu
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    published in
    Biometrika
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    publication date
    19 April 2011
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    Mathematics Subject Classification ID
    62H12
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    05C90
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    65C60
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    62P99
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    62F12
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    zbMATH DE Number
    5880025
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    zbMATH Keywords
    covariance matrix
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    graphical model
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    hierarchical penalty
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    high-dimensional data network
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