scientific article; zbMATH DE number 7255057

zbMath1499.62177arXiv1509.07982MaRDI QIDQ4969062

Anders Ellern Bilgrau, Wessel N. van Wieringen, Carel F. W. Peeters, Poul Svante Eriksen, Martin Bøgsted

Publication date: 5 October 2020

Full work available at URL: https://arxiv.org/abs/1509.07982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

high-dimensional dataGaussian graphical modeling\(\ell_2\)-penalized maximum likelihooddifferential network estimationgeneralized fused ridgestructural metaanalysis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Probabilistic graphical models (62H22)

Related Items (5)

Promote sign consistency in the joint estimation of precision matrices ⋮ Estimating Multiple Precision Matrices With Cluster Fusion Regularization ⋮ Updating of the Gaussian graphical model through targeted penalized estimation ⋮ A parallel algorithm for ridge-penalized estimation of the multivariate exponential family from data of mixed types ⋮ Smoothly adaptively centered ridge estimator

Uses Software

• rags2ridges

Cites Work

• Ridge estimation of inverse covariance matrices from high-dimensional data

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