Implementation of FST algorithm in Quadratic Sparse Gaussian Graphical Model Estimation Method for Massive Variables (ijcai.org)

run python ./main/FST.py

Implementation of SIMULE algorithm in A constrained $$\ell $$ ℓ 1 minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models | SpringerLink(https://www.ijcai.org/Proceedings/2020/0410.pdf)

Solving linear programming problem in Eq(11). Use pulp to solve the LP problem.

run python ./main/SIMULE.py

$$ \Omega^{(i)}=\mathbf{B}_I^{i}+\mathbf{B}_S+\delta^{(i)}I $$

• JGL-fused
• JGL-group
• SIMONE