Graph selection with GGMselect

DOI10.1515/1544-6115.1625MaRDI QIDQ109945zbMATHOpenAlexWikidataFDO

Authors Christophe Giraud, Sylvie Huet, Nicolas Verzelen

Publication date 10 January 2012

Published in Statistical Applications in Genetics and Molecular Biology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0907.0619

zbMATH Keywords

model selectionGaussian graphical modelpenalized empirical risk

Mathematics Subject Classification ID

General biostatistics (92B15) Systems biology, networks (92C42)

Abstract: Applications on inference of biological networks have raised a strong interest in the problem of graph estimation in high-dimensional Gaussian graphical models. To handle this problem, we propose a two-stage procedure which first builds a family of candidate graphs from the data, and then selects one graph among this family according to a dedicated criterion. This estimation procedure is shown to be consistent in a high-dimensional setting, and its risk is controlled by a non-asymptotic oracle-like inequality. The procedure is tested on a real data set concerning gene expression data, and its performances are assessed on the basis of a large numerical study. The procedure is implemented in the R-package GGMselect available on the CRAN.

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Cited in

(18)

• Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
• Influence measures and stability for graphical models
• Pivotal estimation via square-root lasso in nonparametric regression
• Regular vines with strongly chordal pattern of (conditional) independence
• Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks
• A robust procedure for Gaussian graphical model search from microarray data with \(p\) larger than \(n\)
• A global homogeneity test for high-dimensional linear regression
• Gaussian graphical model estimation with false discovery rate control
• Sparse regression learning by aggregation and Langevin Monte-Carlo
• Tests for Gaussian graphical models
• PAC-Bayesian estimation and prediction in sparse additive models
• Robust subspace clustering
• High-dimensional regression with unknown variance
• Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
• GGMselect
• Bernstein approximations in glasso-based estimation of biological networks
• Estimation of Gaussian graphs by model selection
• A two-step method for estimating high-dimensional Gaussian graphical models

Describes a project that uses

Uses Software

• R
• CRAN

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