9 citations · 9 across the 1 of their papers we have counts for
2 papers
stat.ME2020★ 9 cited
rags2ridges: A One-Stop-Shop for Graphical Modeling of High-Dimensional Precision Matrices
Carel F. W. Peeters, Anders Ellern Bilgrau, Wessel N. van Wieringen
A graphical model is an undirected network representing the conditional independence properties between random variables. Graphical modeling has become part and parcel of systems o…
stat.ME2015
Targeted Fused Ridge Estimation of Inverse Covariance Matrices from Multiple High-Dimensional Data Classes
Anders Ellern Bilgrau, Carel F. W. Peeters, Poul Svante Eriksen +2
We consider the problem of jointly estimating multiple inverse covariance matrices from high-dimensional data consisting of distinct classes. An -penalized maximum likeliho…