Joint graphical Lasso with regularized aggregation

DOI10.1016/J.JMVA.2025.105509MaRDI QIDQ6874717zbMATH OpenFDO

Authors Jongik Chung, Qihu Zhang, Jennifer E. McDowell, Cheolwoo Park

Publication date 15 January 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105509

zbMATH Keywords

aggregationbrain connectivityjoint estimationlong-memoryprecision matrix estimationregularizationtime series

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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