Ontology highlight
ABSTRACT:
SUBMITTER: Zhu Y
PROVIDER: S-EPMC6261498 | biostudies-literature | 2018 Nov
REPOSITORIES: biostudies-literature
Journal of the Royal Statistical Society. Series B, Statistical methodology 20180614 5
Matrix-valued data, where the sampling unit is a matrix consisting of rows and columns of measurements, are emerging in numerous scientific and business applications. Matrix Gaussian graphical model is a useful tool to characterize the conditional dependence structure of rows and columns. In this article, we employ nonconvex penalization to tackle the estimation of multiple graphs from matrix-valued data under a matrix normal distribution. We propose a highly efficient nonconvex optimization alg ...[more]