Joint estimation of multiple high-dimensional precision matrices
نویسندگان
چکیده
منابع مشابه
Joint Estimation of Multiple High-dimensional Precision Matrices.
Motivated by analysis of gene expression data measured in different tissues or disease states, we consider joint estimation of multiple precision matrices to effectively utilize the partially shared graphical structures of the corresponding graphs. The procedure is based on a weighted constrained ℓ∞/ℓ1 minimization, which can be effectively implemented by a second-order cone programming. Compar...
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We are deeply grateful to the discussants for providing constructive and stimulating comments and suggestions. Our paper gives a survey of recent optimality and adaptivity results on estimating various families of structured covariance and precision matrices in the high-dimensional setting, with a focus on understanding the intrinsic difficulty of the problems. To achieve this goal, we present ...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2016
ISSN: 1017-0405
DOI: 10.5705/ss.2014.256