The joint graphical lasso for inverse covariance estimation across multiple classes

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 76, Issue 2, 2014, Pages 373-397

  Danaher, Patrick ^a   Wang, Pei ^b   Witten, Daniela M ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

^b Fred Hutchinson Cancer Research Center   (United States)

Author keywords

Alternating directions method of multipliers; Gaussian graphical model; Generalized fused lasso; Graphical lasso; Group lasso; High dimensional data; Network estimation

Indexed keywords

EID: 84893766307     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12033     Document Type: Article

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