Multiple Gaussian graphical estimation with jointly sparse penalty

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Qinghua Tao, Xiaolin Huang, Shuning Wang, Xiangming Xi, Li Li

Published: 2016, Last Modified: 13 May 2025Signal Process. 2016EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•A jointly sparse penalty is designed to make graphs share similar sparsity structure.•We derive a new re-weighed algorithm to solve the proposed model.•The proposed algorithm maintains advantages than FMGL and GGL with the general cases.