Scalable network estimation with L 0 penalty

Junghi Kim1, Hongtu Zhu2, Xiao Wang3

  • 1Center for Drug Evaluation and Research, U.S. Food and Drug Administration, Silver Spring, Maryland.

Statistical Analysis and Data Mining
|January 14, 2022
PubMed
Summary

We developed scalnetL0, an L0 penalty method for ultra-large precision matrix estimation. This approach improves classification accuracy for breast cancer survival and efficiently identifies co-expression networks.

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