trans_mean {TransGraph}

Transfer learning for mean estimation.

Description

Transfer learning for mean estimation.

Usage

trans_mean(t.mean.m, A.mean, n, clambda=1)

Arguments

t.mean.m

The estimated target p-dimensional mean vector, where p is mean dimension.

A.mean

A K*p matrix with the k-th row being the estimated p-dimensional mean vector of the k-th auxiliary domain.

n

The target sample size.

clambda

The coefficients set in tuning parameters used in transfer learning for mean eatimation, and the default setting is clambda.m * sqrt( log(p) / n ).

Value

t.mean.m.hat: The transfer learning estimation of the target p-dimensional mean vector.

Author(s)

Mingyang Ren [e-mail].

References

Ren, M. and Wang J. (2023). Local transfer learning of Gaussian graphical mixture models.