The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes (Q5088225)

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scientific article; zbMATH DE number 7555455
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The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
scientific article; zbMATH DE number 7555455

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    The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes (English)
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    11 July 2022
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    alternating directions method of multipliers
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    Gaussian graphical model
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    generalized fused lasso
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    graphical lasso
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    group lasso
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    high dimensional data
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    network estimation
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