Penalized maximum likelihood estimation of multi-layered Gaussian graphical models

MaRDI QIDQ2834471zbMATH OpenFDO

Authors Jiahe Lin, Sumanta Basu, Moulinath Banerjee, George Michailidis

Publication date 22 November 2016

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.00736, http://jmlr.csail.mit.edu/papers/v17/16-004.html

zbMATH Keywords

block coordinate descentconsistencyconvergencegraphical modelspenalized likelihood

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(17)

• Regularized joint estimation of related vector autoregressive models
• A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions
• Sparse directed acyclic graphs incorporating the covariates
• Selecting the tuning parameter in penalized Gaussian graphical models
• A uniform framework for the combination of penalties in generalized structured models
• Penalized maximum likelihood estimation for Gaussian hidden Markov models
• Tuning parameter selection for penalized likelihood estimation of Gaussian graphical model
• Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models
• High-dimensional Gaussian graphical models on network-linked data
• Bayesian Structure Learning in Multilayered Genomic Networks
• High-Dimensional Gaussian Graphical Regression Models with Covariates
• Free energy of multi-layer generalized linear models
• Estimation of graphical models: an overview of selected topics
• Identifiability and Consistent Estimation for Gaussian Chain Graph Models
• Bayesian robust learning in chain graph models for integrative pharmacogenomics
• High-dimensional regularized additive matrix autoregressive model
• Sparse inference of the human haematopoietic system from heterogeneous and partially observed genomic data

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Uses Software

• CRAN
• huge
• glasso

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