Model selection and estimation in the Gaussian graphical model
From MaRDI portal
Publication:3512676
DOI10.1093/BIOMET/ASM018zbMath1142.62408OpenAlexW2081746825MaRDI QIDQ3512676
Publication date: 21 July 2008
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/20ee888ca9c3bae784f266405b4d6395c6f32955
Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in survival analysis and censored data (62N02)
Related Items (only showing first 100 items - show all)
Lasso-driven inference in time and space ⋮ A general family of trimmed estimators for robust high-dimensional data analysis ⋮ Scaling it up: stochastic search structure learning in graphical models ⋮ An integrated framework for visualizing and forecasting realized covariance matrices ⋮ Nonparametric Bayesian learning of heterogeneous dynamic transcription factor networks ⋮ Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation ⋮ A joint convex penalty for inverse covariance matrix estimation ⋮ Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances ⋮ The cluster graphical Lasso for improved estimation of Gaussian graphical models ⋮ Ensemble sparse estimation of covariance structure for exploring genetic disease data ⋮ Bayesian regularization of Gaussian graphical models with measurement error ⋮ An adapted linear discriminant analysis with variable selection for the classification in high-dimension, and an application to medical data ⋮ Conditional score matching for high-dimensional partial graphical models ⋮ Adjusted regularization in latent graphical models: application to multiple-neuron spike count data ⋮ Gaussian and robust Kronecker product covariance estimation: existence and uniqueness ⋮ High-dimensional analysis of semidefinite relaxations for sparse principal components ⋮ Adjusted regularization of cortical covariance ⋮ Joint estimation of precision matrices in heterogeneous populations ⋮ On estimation of the diagonal elements of a sparse precision matrix ⋮ AIC for the Lasso in generalized linear models ⋮ Graphical models via joint quantile regression with component selection ⋮ Recent developments in high dimensional covariance estimation and its related issues, a review ⋮ High dimensional Gaussian copula graphical model with FDR control ⋮ High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood ⋮ Ridge estimation of inverse covariance matrices from high-dimensional data ⋮ Robust estimation of precision matrices under cellwise contamination ⋮ Joint estimation of multiple Gaussian graphical models across unbalanced classes ⋮ Estimating large covariance matrix with network topology for high-dimensional biomedical data ⋮ Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap ⋮ Confidence regions for entries of a large precision matrix ⋮ Fast alternating linearization methods for minimizing the sum of two convex functions ⋮ Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components ⋮ Approximation accuracy, gradient methods, and error bound for structured convex optimization ⋮ Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors ⋮ Prediction in abundant high-dimensional linear regression ⋮ High-dimensional covariance matrix estimation with missing observations ⋮ Learning a factor model via regularized PCA ⋮ Berry-Esseen bounds for estimating undirected graphs ⋮ An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection ⋮ Model selection and estimation in the matrix normal graphical model ⋮ Adaptive covariance matrix estimation through block thresholding ⋮ High-dimensional semiparametric Gaussian copula graphical models ⋮ High dimensional posterior convergence rates for decomposable graphical models ⋮ A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models ⋮ Inferring large graphs using \(\ell_1\)-penalized likelihood ⋮ Inferring multiple graphical structures ⋮ Estimating networks with jumps ⋮ The graphical lasso: new insights and alternatives ⋮ Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions ⋮ Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood ⋮ Heterogeneity adjustment with applications to graphical model inference ⋮ Covariance estimation: the GLM and regularization perspectives ⋮ Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis ⋮ The sparse Laplacian shrinkage estimator for high-dimensional regression ⋮ A note on the Lasso for Gaussian graphical model selection ⋮ Posterior convergence rates for estimating large precision matrices using graphical models ⋮ Estimation of high-dimensional partially-observed discrete Markov random fields ⋮ Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer ⋮ Bayesian sparse graphical models for classification with application to protein expression data ⋮ On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator ⋮ Efficient Bayesian regularization for graphical model selection ⋮ On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property ⋮ A multiple testing approach to the regularisation of large sample correlation matrices ⋮ Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions ⋮ Variable selection in multivariate linear models with high-dimensional covariance matrix estimation ⋮ Covariance estimation via sparse Kronecker structures ⋮ Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications ⋮ Bayesian graphical models for differential pathways ⋮ High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination ⋮ An extragradient-based alternating direction method for convex minimization ⋮ Tests for Gaussian graphical models ⋮ Shrinkage tuning parameter selection in precision matrices estimation ⋮ Estimation of (near) low-rank matrices with noise and high-dimensional scaling ⋮ Semi-varying coefficient models with a diverging number of components ⋮ Missing values: sparse inverse covariance estimation and an extension to sparse regression ⋮ Least angle and \(\ell _{1}\) penalized regression: a review ⋮ Estimating time-varying networks ⋮ A general algorithm for covariance modeling of discrete data ⋮ Distribution-free tests of mean vectors and covariance matrices for multivariate paired data ⋮ Selection by partitioning the solution paths ⋮ Estimating sufficient reductions of the predictors in abundant high-dimensional regressions ⋮ Confidence intervals for high-dimensional inverse covariance estimation ⋮ Estimation of covariance matrix via the sparse Cholesky factor with lasso ⋮ Estimation of high-dimensional graphical models using regularized score matching ⋮ Covariance regularization by thresholding ⋮ On generating random Gaussian graphical models ⋮ An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation ⋮ Monitoring the covariance matrix with fewer observations than variables ⋮ Tuning-Free Heterogeneity Pursuit in Massive Networks ⋮ Asymptotic normality and optimalities in estimation of large Gaussian graphical models ⋮ Honest confidence regions and optimality in high-dimensional precision matrix estimation ⋮ Gaussian graphical model estimation with false discovery rate control ⋮ Regularized rank-based estimation of high-dimensional nonparanormal graphical models ⋮ Edge selection based on the geometry of dually flat spaces for Gaussian graphical models ⋮ Estimating heterogeneous graphical models for discrete data with an application to roll call voting ⋮ Regularized parameter estimation of high dimensional distribution ⋮ On the distribution of the adaptive LASSO estimator ⋮ Sparsistency and rates of convergence in large covariance matrix estimation ⋮ Sparse estimation via nonconcave penalized likelihood in factor analysis model ⋮ A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
This page was built for publication: Model selection and estimation in the Gaussian graphical model