Tlasso: Non-Convex Optimization and Statistical Inference for Sparse...

Description Details Author(s) References


An optimal alternating optimization algorithm for estimation of precision matrices of sparse tensor graphical models, and an efficient inference procedure for support recovery of the precision matrices.


Package: Tlasso
Type: Package
Date 2016-09-17
License: GPL (>= 2)


Will Wei Sun, Zhaoran Wang, Xiang Lyu, Han Liu, Guang Cheng.
Maintainer: Xiang Lyu <>


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Lee W, Liu Y. Joint estimation of multiple precision matrices with common structures. Journal of Machine Learning Research, 2015, 16: 1035-1062.
Li H, Gui J. Gradient directed regularization for sparse Gaussian concentration graphs, with applications to inference of genetic networks. Biostatistics, 2006, 7(2): 302-317.
Sun W, Wang Z, Lyu X, Liu H, Cheng G. Sparse Tensor Graphical Model: Non-convex Optimization and Statistical Inference. 2016. arXiv:1609.04522.

Tlasso documentation built on May 2, 2019, 5:08 a.m.