Graph selection with GGMselect

DOI10.1515/1544-6115.1625zbMATH Open1296.92110arXiv0907.0619OpenAlexW1992187094WikidataQ47909028 ScholiaQ47909028MaRDI QIDQ109945FDOQ109945

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)

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.

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

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zbMATH Keywords

model selectionGaussian graphical modelpenalized empirical risk

Mathematics Subject Classification ID

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

Cited In (16)

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

Uses Software

• R
• CRAN

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