In recent years, functional data has become a commonly encountered data type. In this paper, we contribute to the literature on functional graphical modelling by extending the notion of conditional Gaussian graphical and proposing a double penalized estimator by which to recover the edge-set of the corresponding graph.
Rita Fici, Gianluca Sottile, Luigi Augugliaro (2023). Sparse Inference in functional conditional Gaussian Graphical Models under Partial Separability. In Proceedings of the Statistics and Data Science Conference.
Sparse Inference in functional conditional Gaussian Graphical Models under Partial Separability
Rita Fici
;Gianluca Sottile;Luigi Augugliaro
2023-01-01
Abstract
In recent years, functional data has become a commonly encountered data type. In this paper, we contribute to the literature on functional graphical modelling by extending the notion of conditional Gaussian graphical and proposing a double penalized estimator by which to recover the edge-set of the corresponding graph.
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