Penalized precision matrix estimation via ADMM
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Updated
Aug 2, 2018 - R
Penalized precision matrix estimation via ADMM
Penalized precision matrix estimation via block-wise coordinate descent (graphical lasso)
Here I illustrate how GGM selection methods work better in network hub and cluster detection when the false discover rate (FDR) control is ignored.
Penalized precision matrix estimation
Shrinking characteristics of precision matrix estimators
This R package is a wrapper around the popular "glasso" package with built-in cross validation and visualizations
All scripts/programs used for my master's thesis covering sparse graphical models, especially gLASSO and gSLOPE estimators.
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