Estimation of multiple networks in Gaussian mixture models.

@article{Gao2016EstimationOM,
  title={Estimation of multiple networks in Gaussian mixture models.},
  author={Chen Ni Gao and Yunzhang Zhu and Xiaotong Shen and Wei Pan},
  journal={Electronic journal of statistics},
  year={2016},
  volume={10},
  pages={1133-1154}
}
We aim to estimate multiple networks in the presence of sample heterogeneity, where the independent samples (i.e. observations) may come from different and unknown populations or distributions. Specifically, we consider penalized estimation of multiple precision matrices in the framework of a Gaussian mixture model. A major innovation is to take advantage of the commonalities across the multiple precision matrices through possibly nonconvex fusion regularization, which for example makes it… CONTINUE READING

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