Martin Bogsted

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We consider the problem of jointly estimating multiple precision matrices from (aggregated) high-dimensional data consisting of distinct classes. An `2-penalized maximum-likelihood approach is employed. The suggested approach is flexible and generic, incorporating several other `2-penalized estimators as special cases. In addition, the approach allows for(More)
Estimating gene networks in combination with posthoc analysis based on data from malignant tissue is a major challenge in cancer systems biology as it allows us to improve our understanding of disease pathology and eventually identify new drug targets. Motivated by the need for improving the inherently unstable covariance estimation compounded by noisy gene(More)
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