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Mixed scale joint graphical lasso

Eugen Pircalabelu1, Gerda Claeskens1, Lourens J Waldorp2

  • 1KU Leuven, ORSTAT and Leuven Statistics Research Center, Naamsestraat 69, 3000 Leuven, Belgium, gerda.claeskens@kuleuven.be.

Biostatistics (Oxford, England)
|June 22, 2016
PubMed

Keywords:
Fused and group lassoJoint graphical lassoMixed scale dataSparsistencyl1 penalization

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