Partial Correlation Estimation by Joint Sparse Regression Models — Supplemental Material

  • Published 2008

Abstract

where Y = (y1, · · · , yp) and ỹi = √ σyi,w̃i = wi/σ . These properties are used for the proof of the main results. Note: throughout the supplementary material, when evaluation is taken place at σ = σ̄, sometimes we omit the argument σ in the notation for simplicity. Also we use Y = (y1, · · · , yp) to denote a generic sample and use Y to denote the p× n… (More)

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