High-Dimensional Gaussian Graphical Regression Models with Covariates
From MaRDI portal
Abstract: Though Gaussian graphical models have been widely used in many scientific fields, relatively limited progress has been made to link graph structures to external covariates. We propose a Gaussian graphical regression model, which regresses both the mean and the precision matrix of a Gaussian graphical model on covariates. In the context of co-expression quantitative trait locus (QTL) studies, our method can determine how genetic variants and clinical conditions modulate the subject-level network structures, and recover both the population-level and subject-level gene networks. Our framework encourages sparsity of covariate effects on both the mean and the precision matrix. In particular for the precision matrix, we stipulate simultaneous sparsity, i.e., group sparsity and element-wise sparsity, on effective covariates and their effects on network edges, respectively. We establish variable selection consistency first under the case with known mean parameters and then a more challenging case with unknown means depending on external covariates, and establish in both cases the convergence rates and the selection consistency of the estimated precision parameters. The utility and efficacy of our proposed method is demonstrated through simulation studies and an application to a co-expression QTL study with brain cancer patients.
Cites work
- A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data
- A sparse Ising model with covariates
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by _1-penalization
- Bayesian graphical regression
- Covariate-adjusted precision matrix estimation with an application in genetical genomics
- Group regularized estimation under structural hierarchy
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- Identifying disease‐associated biomarker network features through conditional graphical model
- Joint estimation of multiple graphical models
- Mixed-effect time-varying network model and application in brain connectivity analysis
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection and estimation in the Gaussian graphical model
- Model selection for high-dimensional quadratic regression via regularization
- Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
- Network exploration via the adaptive LASSO and SCAD penalties
- On the conditions used to prove oracle results for the Lasso
- Oracle inequalities and optimal inference under group sparsity
- Partial correlation estimation by joint sparse regression models
- Penalized maximum likelihood estimation of multi-layered Gaussian graphical models
- Power-law distributions in empirical data
- Simultaneous analysis of Lasso and Dantzig selector
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- Some sharp performance bounds for least squares regression with L₁ regularization
- Sparse estimation of conditional graphical models with application to gene networks
- Sparse group Lasso and high dimensional multinomial classification
- Sparse inverse covariance estimation with the graphical lasso
- Tensor SVD: Statistical and Computational Limits
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
Cited in
(22)- Estimation of high-dimensional graphical models using regularized score matching
- High dimensional Gaussian copula graphical model with FDR control
- High-dimensional generalized linear models incorporating graphical structure among predictors
- Covariance structure approximation via gLasso in high-dimensional supervised classification
- Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
- Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
- An Equivalent Measure of Partial Correlation Coefficients for High-Dimensional Gaussian Graphical Models
- Algorithm 1045: a covariate-dependent approach to Gaussian graphical modeling in R
- Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
- Statistical Inference of Cell-Type Proportions Estimated from Bulk Expression Data
- Model-free inference for characterizing protein mutations through a coevolutionary lens
- Statistical inference on high-dimensional covariate-dependent Gaussian graphical regressions
- Multi-Task Learning for Gaussian Graphical Regressions with High Dimensional Covariates
- Collapsibility of the conditional models of CG-graphical models
- Covariance-on-covariance regression
- Bayesian covariate-dependent graph learning with a dual group spike-and-slab prior
- Robust Bayesian graphical regression models for assessing tumor heterogeneity in proteomic networks
- Positive-definite regularized estimation for high-dimensional covariance on scalar regression
- Estimation of the error structure in multivariate response linear regression models
- Efficient distributed transfer learning for large-scale Gaussian graphic models
- High-Dimensional Covariance Regression with Application to Co-Expression QTL Detection
- Survival analysis for proportional odds model with network structure
This page was built for publication: High-Dimensional Gaussian Graphical Regression Models with Covariates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6077594)
