Top-down joint graphical lasso

Eugen Pircalabelu, Gerda Claeskens and Lourens J. Waldorp
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Eugen Pircalabelu: Université catholique de Louvain, LIDAM/ISBA, Belgium

No 2017033, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Abstract: We develop a new method to estimate simultaneously multiple graphs and apply it to fMRI data. The method is a `top-down' method which allows the researcher to zoom repeatedly on edges of the graph obtaining graphs with different levels of detail, in terms of the number of edges and number of nodes. By repeatedly zooming on edges, we estimate graphs with similar structures across coarseness scales, but with different levels of sparsity.

Pages: 4
Date: 2017-01-01
Note: In: "Proceedings of the 32nd International Workshop on Statistical Modelling" - p. 47-50
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Persistent link: https://EconPapers.repec.org/RePEc:aiz:louvar:2017033

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