Updating of the Gaussian graphical model through targeted penalized estimation

DOI10.1016/j.jmva.2020.104621zbMath1440.62211OpenAlexW3013742260MaRDI QIDQ108069

Mark A. Van De Wiel, Carel F.W. Peeters, Koen A. Stam, Yanyan Li, Wessel N. van Wieringen

Publication date: July 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104621

zbMATH Keywords

networkMarkov chainshrinkageconditional independence graphridge penaltyinverse covariance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: estimation; hidden Markov models (62M05) Probabilistic graphical models (62H22)

Related Items

Promote sign consistency in the joint estimation of precision matrices, Information‐incorporated Gaussian graphical model for gene expression data, Sequential Learning of Regression Models by Penalized Estimation, porridge, Smoothly adaptively centered ridge estimator

Uses Software

• KEGG
• STRING

Cites Work

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