Simultaneous Clustering and Estimation of Heterogeneous Graphical Models

28 Nov 2016Botao HaoWill Wei SunYufeng LiuGuang Cheng

We consider joint estimation of multiple graphical models arising from heterogeneous and high-dimensional observations. Unlike most previous approaches which assume that the cluster structure is given in advance, an appealing feature of our method is to learn cluster structure while estimating heterogeneous graphical models... (read more)

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