@article{JMLR:v21:15-509,
  author  = {Anders Ellern Bilgrau and Carel F.W. Peeters and Poul Svante Eriksen and Martin Boegsted and Wessel N. van Wieringen},
  title   = {Targeted Fused Ridge Estimation of Inverse Covariance Matrices from Multiple High-Dimensional Data Classes},
  journal = {Journal of Machine Learning Research},
  year    = {2020},
  volume  = {21},
  number  = {26},
  pages   = {1--52},
  url     = {http://jmlr.org/papers/v21/15-509.html}
}