WB-graphs: a within versus between group similarity interplay
Eugen Pircalabelu
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Eugen Pircalabelu: Université catholique de Louvain, LIDAM/ISBA, Belgium
No 2022007, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Abstract:
A method for balancing the within/between group similarity is proposed in the frameworkof estimating graphs when data from multiple groups or classes are available. The method leverages connections between the Karush-Kuhn-Tucker (KKT) conditions for estimating ℓ1 penalized graphs in order to define an optimization problem that can be solved with already existing, known algorithms from the literature. The method is illustrated on an fMRI dataset and with a simulated, controlled experiment. Statistical guarantees are as well provided.
Keywords: Within/between group similarity; Penalized graphical models; Differential networks (search for similar items in EconPapers)
Pages: 17
Date: 2022-02-01
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Persistent link: https://EconPapers.repec.org/RePEc:aiz:louvad:2022007
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