Community-Based Group Graphical Lasso

Pircalabelu, E; Claeskens, G

Pircalabelu, E (corresponding author), UCLouvain, Inst Stat Biostat & Actuarial Sci, Voie Roman Pays 20, B-1348 Louvain La Neuve, Belgium.; Pircalabelu, E (corresponding author), Katholieke Univ Leuven, ORSTAT, Naamsestr 69, B-3000 Leuven, Belgium.; Pircalabelu, E (corresponding author), Katholieke Univ Leuven, Leuven Stat Res Ctr, Naamsestr 69, B-3000 Leuven, Belgium.

JOURNAL OF MACHINE LEARNING RESEARCH, 2020; 21 ():

Abstract

A new strategy for probabilistic graphical modeling is developed that draws parallels to community detection analysis. The method jointly estimates an......

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