Danaher, Patrick; Wang, Pei; Witten, Daniela M. - In: Journal of the Royal Statistical Society Series B 76 (2014) 2, pp. 373-397
type="main" xml:id="rssb12033-abs-0001" <title type="main">Summary</title> <p>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...</p>