A novel method for estimating tree-structured covariance matrices directly from observed continuous data.
-H. Corrada Bravo, S. Wright, K. H. Eng, S. Keles and G. Wahba. “Estimating Tree-Structured Covariance Matrices via Mixed-Integer Programming.” Journal of Machine Learning Research W&CP 5:33-40, 2009 (AISTATS 2009). JMLR
-
We use the mixed-integer solver in CPLEX in this project. We have written an R interface to CPLEX (Linux and Windows) available in CRAN
-
Eng, K. H., Bravo, H. C., & Keleş, S. (2009). “A phylogenetic mixture model for the evolution of gene expression”. Molecular biology and evolution, 26(10), 2363–2372. MBE