Promote sign consistency in the joint estimation of precision matrices
Zhang Q, Ma S, Huang Y. Promote sign consistency in the joint estimation of precision matrices. Computational Statistics & Data Analysis 2021, 159: 107210. DOI: 10.1016/j.csda.2021.107210.Peer-Reviewed Original ResearchMultiple precision matricesPrecision matrixRegularization methodJoint estimationGroup parametersSign consistencyConsistency propertiesGaussian graphical modelsNovel regularization methodHigh-dimensional dataRandom variablesSparsity structureData examplesMore interpretable resultsNatural interpretationConditional independenceInterpretable resultsGraphical modelsPractical examplesEstimationConflicting signsPopular toolMatrixParametersFull flexibility