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Generates a random ensemble of G-Markov Gaussian distributions

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aaamini/GMarkov-sampling

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G-Markov sampling

The code for the experiments in the paper:

  • On perfectness in Gaussian graphical models, Amini, Aragam and Zhou.

Run test_boot.R.

The code uses CVXR for solving the optimization problem.

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Generates a random ensemble of G-Markov Gaussian distributions

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