/tensorGM

Learning Guassian (or non-Gaussian) Graphical model for vector, matrix or tensor data

Primary LanguageR

tensorGM

Learning Guassian (or non-Gaussian) Graphical model for vector, matrix or tensor data

Refrence

  • S. He, J. Yin, H. Li, and X. Wang (2014). Graphical model selection and estimation for high dimensional tensor data. Journal of Multivariate Analysis, 128, 165–185.
  • Y. Ning, and H. Liu (2013). High-dimensional semiparametric bigraphical models. Biometrika.
  • J. Yin and H. Li (2012). Model Selection and Estimation in Matrix Normal Graphical Model, Journal of Multivariate Analysis, 107, 119-140.
  • J. Friedman, T. Hastie and R. Tibshirani (2007). Sparse inverse covariance estimation with the lasso. Biostatistics.