Massa, M. Sofia and Chiogna, Monica (2009) Combinations of covariance selections for graphical modelling. [Working Paper] WORKING PAPER SERIES, 2/2009 . , PADOVA (Inedito)
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We explore the possibility of composing the results of a fixed number of Gaussian graphical model selections on some partially overlapping variables. This appears to be an useful approach in all the research areas where a large amount of data from different sources and types of experiments is available. Therefore the focus is in binding together information coming from heterogeneous studies to improve the understanding of a particular phenomenon of interest. The proposed approach relies on numerical results on artificial and real data.
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