A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems
A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems
Undirected graphical models have been especially popular for learning the conditional independence structure among a large number of variables where the observations are drawn independently and identically from the same distribution. However, many modern statistical problems would involve categorical data or time-varying data, which might follow different but related underlying …