Sparse Inference in functional conditional Gaussian Graphical Models under Partial Separability
- Authors: Rita Fici; Gianluca Sottile; Luigi Augugliaro
- Publication year: 2023
- Type: Contributo in atti di convegno pubblicato in volume
- OA Link: http://hdl.handle.net/10447/602835
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.