Gaussian graphical model estimation with false discovery rate control

DOI10.1214/13-AOS1169zbMATH Open1288.62094arXiv1306.0976OpenAlexW1990551862MaRDI QIDQ152850FDOQ152850

Authors: Weidong Liu, Weidong Liu 

Publication date: 1 December 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: This paper studies the estimation of high dimensional Gaussian graphical model (GGM). Typically, the existing methods depend on regularization techniques. As a result, it is necessary to choose the regularized parameter. However, the precise relationship between the regularized parameter and the number of false edges in GGM estimation is unclear. Hence, it is impossible to evaluate their performance rigorously. In this paper, we propose an alternative method by a multiple testing procedure. Based on our new test statistics for conditional dependence, we propose a simultaneous testing procedure for conditional dependence in GGM. Our method can control the false discovery rate (FDR) asymptotically. The numerical performance of the proposed method shows that our method works quite well.

Full work available at URL: https://arxiv.org/abs/1306.0976

Recommendations

• High dimensional Gaussian copula graphical model with FDR control
• Non-asymptotic error controlled sparse high dimensional precision matrix estimation
• Multiple testing and error control in Gaussian graphical model selection
• Graph selection with GGMselect
• Model selection and estimation in the Gaussian graphical model

zbMATH Keywords

false discovery rateGaussian graphical modelmultiple tests

Mathematics Subject Classification ID

Applications of graph theory (05C90) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Asymptotic normality and optimalities in estimation of large Gaussian graphical models
• Gaussian graphical model estimation with false discovery rate control
• Title not available (Why is that?)
• High-dimensional semiparametric Gaussian copula graphical models
• Simultaneous analysis of Lasso and Dantzig selector
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• High-dimensional graphs and variable selection with the Lasso
• Square-root lasso: pivotal recovery of sparse signals via conic programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• Regularized rank-based estimation of high-dimensional nonparanormal graphical models
• On asymptotically optimal confidence regions and tests for high-dimensional models
• Sparse inverse covariance estimation with the graphical lasso
• Sparse permutation invariant covariance estimation
• Network exploration via the adaptive LASSO and SCAD penalties
• Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
• Scaled sparse linear regression
• Model selection and estimation in the Gaussian graphical model
• Statistical significance in high-dimensional linear models
• Title not available (Why is that?)
• Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• High dimensional inverse covariance matrix estimation via linear programming
• A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
• First-Order Methods for Sparse Covariance Selection
• Adaptive thresholding for sparse covariance matrix estimation
• Model selection for Gaussian concentration graphs
• On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
• A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence
• Quantile regression for competing risks data with missing cause of failure

Cited In (87)

• Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
• A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models
• Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment
• Title not available (Why is that?)
• Data science, big data and statistics
• Combinatorial inference for graphical models
• Powerful multiple testing of paired null hypotheses using a latent graph model
• A unified theory of confidence regions and testing for high-dimensional estimating equations
• Berry-Esseen bounds for estimating undirected graphs
• Multiple testing of submatrices of a precision matrix with applications to identification of between pathway interactions
• Testing a single regression coefficient in high dimensional linear models
• Discussion of “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Dai, Lin, Xing, and Liu
• Tuning-free heterogeneous inference in massive networks
• GAP: a general framework for information pooling in two-sample sparse inference
• Simultaneous inference for pairwise graphical models with generalized score matching
• Estimation of Gaussian graphs by model selection
• A two-step method for estimating high-dimensional Gaussian graphical models
• Testing independence with high-dimensional correlated samples
• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• High-dimensional tests for functional networks of brain anatomic regions
• Inference of large modified Poisson-type graphical models: application to RNA-seq data in childhood atopic asthma studies
• Large-scale multiple inference of collective dependence with applications to protein function
• Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences
• Hypothesis Testing for Network Data with Power Enhancement
• GGM Knockoff Filter: False Discovery Rate Control for Gaussian Graphical Models
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
• On the impact of contaminations in graphical Gaussian models
• Time series graphical Lasso and sparse VAR estimation
• Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach
• Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes
• Inference for Nonparanormal Partial Correlation via Regularized Rank-Based Nodewise Regression
• Graph selection with GGMselect
• Confidence regions for entries of a large precision matrix
• False discovery rate control for high dimensional networks of quantile associations conditioning on covariates
• A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
• Factor-adjusted multiple testing of correlations
• Test of significance for high-dimensional longitudinal data
• Non-asymptotic error controlled sparse high dimensional precision matrix estimation
• SILGGM
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models
• Gaussian graphical model estimation with false discovery rate control
• High dimensional Gaussian copula graphical model with FDR control
• Graph estimation for matrix-variate Gaussian data
• Multiple testing and error control in Gaussian graphical model selection
• Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
• Hypothesis testing in high-dimensional instrumental variables regression with an application to genomics data
• TEAM: a multiple testing algorithm on the aggregation tree for flow cytometry analysis
• On graphical models and convex geometry
• A review of Gaussian Markov models for conditional independence
• Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control
• Exact test theory in Gaussian graphical models
• Structural inference in sparse high-dimensional vector autoregressions
• Tests for Gaussian graphical models
• Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error
• Reproducible learning in large-scale graphical models
• Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
• Transfer Learning in Large-Scale Gaussian Graphical Models with False Discovery Rate Control
• Back to the basics: Rethinking partial correlation network methodology
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
• Testing the differential network between two gaussian graphical models with false discovery rate control
• Hierarchical false discovery rate control for high-dimensional survival analysis with interactions
• False Discovery Rate Control via Data Splitting
• Edge selection for undirected graphs
• Simultaneous covariance inference for multimodal integrative analysis
• Large-Scale Two-Sample Comparison of Support Sets
• Statistical Inferences for Complex Dependence of Multimodal Imaging Data
• Structure learning of exponential family graphical model with false discovery rate control
• Inference in Sparsity-Induced Weak Factor Models
• A double-robust test for high-dimensional gene coexpression networks conditioning on clinical information
• Support recovery of Gaussian graphical model with false discovery rate control
• Inference on Multi-level Partial Correlations Based on Multi-subject Time Series Data
• High-dimensional inference for cluster-based graphical models
• StarTrek: combinatorial variable selection with false discovery rate control
• Gaussian graphical models with applications to omics analyses
• Graphical Model Inference with Erosely Measured Data
• Comments on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models”
• Frequentist Model Averaging for Undirected Gaussian Graphical Models
• A Covariate-Regulated Sparse Subspace Learning Model and Its Application to Process Monitoring and Fault Isolation
• Inference in High-Dimensional Multivariate Response Regression with Hidden Variables
• On semiparametric exponential family graphical models
• Hypothesis testing for high-dimensional multivariate regression with false discovery rate control
• A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models
• A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
• Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
• Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm
• Covariate-adjusted Gaussian graphical model estimation with false discovery rate control

Uses Software

• glasso

This page was built for publication: Gaussian graphical model estimation with false discovery rate control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q152850)