Estimating constrained precision matrices using TensorFlow


This is the source repo. for the tfConstrainedGauss Python package.

It is a TensorFlow package for finding the interactions in a Gaussian graphical model with given and fixed structure from constraints on the precision matrix.

A detailed write up can be found in the PDF in the latex folder.


  1. Install:

pip install tfConstrainedGauss
  1. See the example notebooks in the example folder of the GitHub repo.

  2. Scan the api_ref.


  • TensorFlow 2.5.0 or later. Note: later versions not tested.

  • Python 3.7.4 or later.


Either: use pip:

pip install tfConstrainedGauss

Or alternatively, clone this repo. from GitHub and use the provided

pip install .

API Documentation

See the api_ref.


See the notebooks in the examples directory in GitHub repo.

Indices and tables