Provides an aggregation estimator of the precision matrix for Gaussian graphical models. This estimator, called graphical Exponential Screening (gES), linearly combines a suitable set of individual estimators with different underlying graphs, and balances the estimation error and sparsity.
|Author||Zhe Liu <[email protected]>|
|Maintainer||Zhe Liu <[email protected]>|
|Package repository||View on GitHub|
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