Joint estimation of precision matrices in heterogeneous populations
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Publication:302425
DOI10.1214/16-EJS1137zbMath1341.62130arXiv1601.00142WikidataQ38803110 ScholiaQ38803110MaRDI QIDQ302425
Publication date: 5 July 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.00142
hierarchical clusteringsparsityprecision matrixhigh-dimensional estimationgraph Laplaciangraphical modelingheterogeneous populations
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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