Joint estimation of precision matrices in heterogeneous populations

DOI10.1214/16-EJS1137zbMath1341.62130arXiv1601.00142WikidataQ38803110 ScholiaQ38803110MaRDI QIDQ302425

Takumi Saegusa, Ali Shojaie

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

zbMATH Keywords

hierarchical clusteringsparsityprecision matrixhigh-dimensional estimationgraph Laplaciangraphical modelingheterogeneous populations

Mathematics Subject Classification ID

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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Uses Software

• glasso

Cites Work

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