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The cluster graphical lasso for improved estimation of Gaussian graphical models.

Kean Ming TanDaniela M. WittenAli Shojaie
Published in: Comput. Stat. Data Anal. (2015)
Keyphrases
  • gaussian graphical models
  • graphical models
  • feature selection
  • clustering algorithm
  • similarity measure
  • higher order
  • model selection
  • belief propagation
  • linear regression