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Top-down joint graphical lasso

Author

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  • Pircalabelu, Eugen

    (Université catholique de Louvain, LIDAM/ISBA, Belgium)

  • Claeskens, Gerda
  • Waldorp, Lourens J.

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.

Suggested Citation

  • Pircalabelu, Eugen & Claeskens, Gerda & Waldorp, Lourens J., 2017. "Top-down joint graphical lasso," LIDAM Reprints ISBA 2017033, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2017033
    Note: In: "Proceedings of the 32nd International Workshop on Statistical Modelling" - p. 47-50
    as

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