<i>Jewel</i>: A Novel Method for Joint Estimation of Gaussian Graphical Models
In this paper, we consider the problem of estimating multiple Gaussian Graphical Models from high-dimensional datasets. We assume that these datasets are sampled from different distributions with the same conditional independence structure, but not the same precision matrix. We propose <i>jewe...
Main Authors: | Claudia Angelini, Daniela De Canditiis, Anna Plaksienko |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-08-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/9/17/2105 |
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