Topology Adaptive Graph Estimation in High Dimensions
We introduce Graphical TREX (GTREX), a novel method for graph estimation in high-dimensional Gaussian graphical models. By conducting neighborhood selection with TREX, GTREX avoids tuning parameters and is adaptive to the graph topology. We compared GTREX with standard methods on a new simulation se...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2022-04-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/10/8/1244 |