Gaussian graphical model estimation with false discovery rate control
From MaRDI portal
Abstract: This paper studies the estimation of high dimensional Gaussian graphical model (GGM). Typically, the existing methods depend on regularization techniques. As a result, it is necessary to choose the regularized parameter. However, the precise relationship between the regularized parameter and the number of false edges in GGM estimation is unclear. Hence, it is impossible to evaluate their performance rigorously. In this paper, we propose an alternative method by a multiple testing procedure. Based on our new test statistics for conditional dependence, we propose a simultaneous testing procedure for conditional dependence in GGM. Our method can control the false discovery rate (FDR) asymptotically. The numerical performance of the proposed method shows that our method works quite well.
Recommendations
- High dimensional Gaussian copula graphical model with FDR control
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation
- Multiple testing and error control in Gaussian graphical model selection
- Graph selection with GGMselect
- Model selection and estimation in the Gaussian graphical model
Cites work
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- Adaptive thresholding for sparse covariance matrix estimation
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- First-Order Methods for Sparse Covariance Selection
- Gaussian graphical model estimation with false discovery rate control
- High dimensional inverse covariance matrix estimation via linear programming
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional semiparametric Gaussian copula graphical models
- Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
- Model selection and estimation in the Gaussian graphical model
- Model selection for Gaussian concentration graphs
- Network exploration via the adaptive LASSO and SCAD penalties
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
- Quantile regression for competing risks data with missing cause of failure
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Scaled sparse linear regression
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Statistical significance in high-dimensional linear models
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
Cited in
(87)- Inference for Nonparanormal Partial Correlation via Regularized Rank-Based Nodewise Regression
- Back to the basics: Rethinking partial correlation network methodology
- Hypothesis Testing for Network Data with Power Enhancement
- GGM Knockoff Filter: False Discovery Rate Control for Gaussian Graphical Models
- Combinatorial inference for graphical models
- False discovery rate control for high dimensional networks of quantile associations conditioning on covariates
- Testing independence with high-dimensional correlated samples
- A review of Gaussian Markov models for conditional independence
- Powerful multiple testing of paired null hypotheses using a latent graph model
- Berry-Esseen bounds for estimating undirected graphs
- Structural inference in sparse high-dimensional vector autoregressions
- SLOPE is adaptive to unknown sparsity and asymptotically minimax
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment
- Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Gaussian graphical model estimation with false discovery rate control
- Tests for Gaussian graphical models
- High-dimensional tests for functional networks of brain anatomic regions
- TEAM: a multiple testing algorithm on the aggregation tree for flow cytometry analysis
- Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error
- On graphical models and convex geometry
- Inference of large modified Poisson-type graphical models: application to RNA-seq data in childhood atopic asthma studies
- Large-scale multiple inference of collective dependence with applications to protein function
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
- scientific article; zbMATH DE number 7626789 (Why is no real title available?)
- Reproducible learning in large-scale graphical models
- High dimensional Gaussian copula graphical model with FDR control
- Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences
- Graph selection with GGMselect
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- Testing a single regression coefficient in high dimensional linear models
- Multiple testing of submatrices of a precision matrix with applications to identification of between pathway interactions
- Graph estimation for matrix-variate Gaussian data
- A unified theory of confidence regions and testing for high-dimensional estimating equations
- Multiple testing and error control in Gaussian graphical model selection
- On the impact of contaminations in graphical Gaussian models
- Test of significance for high-dimensional longitudinal data
- Discussion of “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Dai, Lin, Xing, and Liu
- Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
- Time series graphical Lasso and sparse VAR estimation
- Hypothesis testing in high-dimensional instrumental variables regression with an application to genomics data
- Tuning-free heterogeneous inference in massive networks
- SILGGM
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
- Data science, big data and statistics
- Transfer Learning in Large-Scale Gaussian Graphical Models with False Discovery Rate Control
- GAP: a general framework for information pooling in two-sample sparse inference
- Simultaneous inference for pairwise graphical models with generalized score matching
- Exact test theory in Gaussian graphical models
- Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach
- Confidence regions for entries of a large precision matrix
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
- Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes
- Factor-adjusted multiple testing of correlations
- Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
- Estimation of Gaussian graphs by model selection
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation
- A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models
- A two-step method for estimating high-dimensional Gaussian graphical models
- A double-robust test for high-dimensional gene coexpression networks conditioning on clinical information
- Testing the differential network between two gaussian graphical models with false discovery rate control
- Gaussian graphical models with applications to omics analyses
- Hierarchical false discovery rate control for high-dimensional survival analysis with interactions
- A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models
- Covariate-adjusted Gaussian graphical model estimation with false discovery rate control
- Hypothesis testing for high-dimensional multivariate regression with false discovery rate control
- Inference on Multi-level Partial Correlations Based on Multi-subject Time Series Data
- On semiparametric exponential family graphical models
- Edge selection for undirected graphs
- A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
- Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
- Support recovery of Gaussian graphical model with false discovery rate control
- Structure learning of exponential family graphical model with false discovery rate control
- Graphical Model Inference with Erosely Measured Data
- Comments on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models”
- Frequentist Model Averaging for Undirected Gaussian Graphical Models
- Large-Scale Two-Sample Comparison of Support Sets
- High-dimensional inference for cluster-based graphical models
- Statistical Inferences for Complex Dependence of Multimodal Imaging Data
- False Discovery Rate Control via Data Splitting
- Simultaneous covariance inference for multimodal integrative analysis
- A Covariate-Regulated Sparse Subspace Learning Model and Its Application to Process Monitoring and Fault Isolation
- Inference in High-Dimensional Multivariate Response Regression with Hidden Variables
- Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm
- StarTrek: combinatorial variable selection with false discovery rate control
- Inference in Sparsity-Induced Weak Factor Models
This page was built for publication: Gaussian graphical model estimation with false discovery rate control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q152850)
