Ontology highlight
ABSTRACT:
SUBMITTER: Danaher P
PROVIDER: S-EPMC4012833 | biostudies-literature | 2014 Mar
REPOSITORIES: biostudies-literature
Danaher Patrick P Wang Pei P Witten Daniela M DM
Journal of the Royal Statistical Society. Series B, Statistical methodology 20140301 2
We consider the problem of estimating multiple related Gaussian graphical models from a high-dimensional data set with observations belonging to distinct classes. We propose the <i>joint graphical lasso</i>, which borrows strength across the classes in order to estimate multiple graphical models that share certain characteristics, such as the locations or weights of nonzero edges. Our approach is based upon maximizing a penalized log likelihood. We employ generalized fused lasso or group lasso p ...[more]