Learning Gaussian Graphical Models Using Discriminated Hub Graphical Lasso

17 May 2017 Zhen Li Jingtian Bai Weilian Zhou

We develop a new method called Discriminated Hub Graphical Lasso (DHGL) based on Hub Graphical Lasso (HGL) by providing prior information of hubs. We apply this new method in two situations: with known hubs and without known hubs... (read more)

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