In recent years, there are growing interests in developing novel approaches for inferring dynamic interactions in biological systems including gene transcription network and microbial interaction networks. Multivariate Vector Autoregression (MVAR) model is one of these efficient methods. Variants of MVAR with different penalties or regularizations can avoid the problem of over-fitting and provide great potential in high-dimensional data analysis. In this paper, we developed a novel regularization methods for MVAR via weighted fusion which consi...
