Updating of the Gaussian graphical model through targeted penalized estimation

DOI10.1016/J.JMVA.2020.104621MaRDI QIDQ108069zbMATH OpenOpenAlexFDO

Authors Koen A. Stam, Carel F.W. Peeters, Mark A. Van De Wiel, 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 graphinverse covarianceridge penalty

Mathematics Subject Classification ID

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

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Cited in

(9)

• Efficient local updates for undirected graphical models
• Promote sign consistency in the joint estimation of precision matrices
• Selecting the tuning parameter in penalized Gaussian graphical models
• Tuning parameter selection for penalized likelihood estimation of Gaussian graphical model
• porridge
• Sequential Learning of Regression Models by Penalized Estimation
• Smoothly adaptively centered ridge estimator
• TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models
• Information‐incorporated Gaussian graphical model for gene expression data

Describes a project that uses

Uses Software

• STRING
• KEGG

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