jewel: a novel method for joint node-wise estimation of multiple Gaussian graphical models
Graphical models are well-known mathematical objects for describing conditional dependency relationships between random variables of a complex
system. Gaussian graphical models refer to the case of multivariate Gaussian variable for which the graphical model is encoded through the support
of corresponding inverse covariance (precision) matrix. We consider a problem of estimating multiple Gaussian graphical models from high-
dimensional data sets under the assumption that they share the same conditional independence structure. However, the individual correlation
matrices can differ.






