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The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.

The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes

Open access
Danaher, Patrick, Wang, Pei, Witten, Daniela M.·2014·Journal of the Royal Statistical Society Series B: Statistical Methodology

Abstract

Summary: 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 joint graphical lasso, which borrows strength across the classes to estimate multiple graphical models that share certain characteristics, such as the locations or weights of non-zero edges. Our approach is based on maximizing a penalized log-likelihood. We employ generalized fused lasso or group lasso penalties and implement a fast alternating directions method of multipliers algorithm to solve the corresponding convex optimization problems. The performance of the method proposed is illustrated through simulated and real data examples.

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Metadata

Authors
Danaher, P., Wang, P., & Witten, D. M.
Venue
Journal of the Royal Statistical Society Series B: Statistical Methodology
Published
2013-08-12
Volume
76
Issue
2
Pages
373-397
ISSN
  • 1369-7412 (ISSN-L)
  • 1467-9868
OpenAlex
W2165009258
Cited by
855
References
4
FWCI
45.88
Type
journal article
Language
en
Open access
bronze

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CoChat. (2026). Citation check: The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes. https://app.cochat.ai/papers/10.1111/rssb.12033
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Danaher, P., Wang, P., & Witten, D. M. (2014). The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes. Journal of the Royal Statistical Society Series B: Statistical Methodology. https://doi.org/10.1111/rssb.12033

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.