High-dimensional semiparametric Gaussian copula graphical models
From MaRDI portal
(Redirected from Publication:1940774)
Abstract: In this paper, we propose a semiparametric approach, named nonparanormal skeptic, for efficiently and robustly estimating high dimensional undirected graphical models. To achieve modeling flexibility, we consider Gaussian Copula graphical models (or the nonparanormal) as proposed by Liu et al. (2009). To achieve estimation robustness, we exploit nonparametric rank-based correlation coefficient estimators, including Spearman's rho and Kendall's tau. In high dimensional settings, we prove that the nonparanormal skeptic achieves the optimal parametric rate of convergence in both graph and parameter estimation. This celebrating result suggests that the Gaussian copula graphical models can be used as a safe replacement of the popular Gaussian graphical models, even when the data are truly Gaussian. Besides theoretical analysis, we also conduct thorough numerical simulations to compare different estimators for their graph recovery performance under both ideal and noisy settings. The proposed methods are then applied on a large-scale genomic dataset to illustrate their empirical usefulness. The R language software package huge implementing the proposed methods is available on the Comprehensive R Archive Network: http://cran. r-project.org/.
Recommendations
- The nonparanormal: semiparametric estimation of high dimensional undirected graphs
- High-dimensional semiparametric bigraphical models
- Joint estimation of multiple high-dimensional Gaussian copula graphical models
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- High dimensional Gaussian copula graphical model with FDR control
Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3049708 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- A SINful approach to Gaussian graphical model selection
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- An iterated logarithm law for the maximum in a stationary gaussian sequence
- DASSO: Connections Between the Dantzig Selector and Lasso
- Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
- Fast algorithms for the calculation of Kendall's \(\tau\)
- Forest density estimation
- High dimensional inverse covariance matrix estimation via linear programming
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional semiparametric Gaussian copula graphical models
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Multiple testing and error control in Gaussian graphical model selection
- Ordinal Measures of Association
- Probability Inequalities for Sums of Bounded Random Variables
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Semiparametric estimation in copula models
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparsistency and rates of convergence in large covariance matrix estimation
- The nonparanormal: semiparametric estimation of high dimensional undirected graphs
Cited in
(only showing first 100 items - show all)- Sparse median graphs estimation in a high-dimensional semiparametric model
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
- Testing the differential network between two gaussian graphical models with false discovery rate control
- A new approach for ultrahigh dimensional precision matrix estimation
- Joint Gaussian graphical model estimation: a survey
- High-dimensional semiparametric Gaussian copula graphical models
- Variational inference for high dimensional structured factor copulas
- Learning causal structure from mixed data with missing values using Gaussian copula models
- High-dimensional consistency in score-based and hybrid structure learning
- Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
- The dual PC algorithm and the role of Gaussianity for structure learning of Bayesian networks
- Variational Bayesian inference for network autoregression models
- Dependence in elliptical partial correlation graphs
- Change-point testing for parallel data sets with FDR control
- Different types of Bernstein operators in inference of Gaussian graphical model
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices
- Layer-wise learning strategy for nonparametric tensor product smoothing spline regression and graphical models
- Robust sparse Gaussian graphical modeling
- On principal graphical models with application to gene network
- Kernel-based tests for joint independence
- Sparse semiparametric discriminant analysis
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
- An exponential inequality for U-statistics under mixing conditions
- Conditional Functional Graphical Models
- Multiple testing of submatrices of a precision matrix with applications to identification of between pathway interactions
- Simultaneous inference for pairwise graphical models with generalized score matching
- High-dimensional covariance matrix estimation
- Detection of block-exchangeable structure in large-scale correlation matrices
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
- Estimation of undirected graph with finite mixture of nonparanormal distribution
- The nonparanormal: semiparametric estimation of high dimensional undirected graphs
- Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares
- Testing for independence of high-dimensional variables: V-coefficient based approach
- Coordinatewise Gaussianization: Theories and Applications
- Nonparametric Functional Graphical Modeling Through Functional Additive Regression Operator
- Robust feature screening for elliptical copula regression model
- Generalized score matching for non-negative data
- Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
- Learning causal networks via additive faithfulness
- Covariance-based sample selection for heterogeneous data: applications to gene expression and autism risk gene detection
- High-dimensional generalized linear models incorporating graphical structure among predictors
- Inference of large modified Poisson-type graphical models: application to RNA-seq data in childhood atopic asthma studies
- High-dimensional undirected graphical models for arbitrary mixed data
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso
- High-dimensional inference for cluster-based graphical models
- A new correlation coefficient for comparing and aggregating non-strict and incomplete rankings
- A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
- Prioritizing Autism Risk Genes Using Personalized Graphical Models Estimated From Single-Cell RNA-seq Data
- scientific article; zbMATH DE number 7750672 (Why is no real title available?)
- QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization
- Diagonal nonlinear transformations preserve structure in covariance and precision matrices
- Multiple and multilevel graphical models
- Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
- Localizing differentially evolving covariance structures via scan statistics
- Estimating high-dimensional covariance and precision matrices under general missing dependence
- PC algorithm for nonparanormal graphical models
- Discriminant analysis on high dimensional Gaussian copula model
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
- On an additive semigraphoid model for statistical networks with application to pathway analysis
- Limiting spectral distribution of large dimensional Spearman's rank correlation matrices
- Estimation of graphical models: an overview of selected topics
- A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models
- Discussion of “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
- Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations
- On skewed Gaussian graphical models
- Using Bayesian latent Gaussian graphical models to infer symptom associations in verbal autopsies
- High-dimensional rank-based graphical models for non-Gaussian functional data
- Estimation of nonparanormal graphical models based on ranked set sampling (RSS)
- Inference for Nonparanormal Partial Correlation via Regularized Rank-Based Nodewise Regression
- Nonparametric Finite Mixture of Gaussian Graphical Models
- Human disease clinical treatment network for the elderly: the analysis of medicare inpatient length of stay data
- Gaussian graphical models with applications to omics analyses
- Transfer learning in high-dimensional semiparametric graphical models with application to brain connectivity analysis
- Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
- Graphical Model Inference with Erosely Measured Data
- Model free estimation of graphical model using gene expression data
- Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions
- A powerful test for ordinal trait genetic association analysis
- A novel robust estimation for high-dimensional precision matrices
- On semiparametric exponential family graphical models
- Kernel partial correlation: a novel approach to capturing conditional independence in graphical models for noisy data
- Sufficient dimension reduction for Gaussian copula graphical models
- Gaussian graphical model estimation with false discovery rate control
- MARS as an alternative approach of Gaussian graphical model for biochemical networks
- Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
- Estimating causal effects from nonparanormal observational data
- Sufficient forecasting using factor models
- Bayesian inference in nonparanormal graphical models
- Edge detection in sparse Gaussian graphical models
- An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations
- Graphical models via joint quantile regression with component selection
- High-dimensional semiparametric bigraphical models
- High dimensional Gaussian copula graphical model with FDR control
- Scale-invariant sparse PCA on high-dimensional meta-elliptical data
- Model selection for Markov random fields on graphs under a mixing condition
- An Equivalent Measure of Partial Correlation Coefficients for High-Dimensional Gaussian Graphical Models
- scientific article; zbMATH DE number 7626718 (Why is no real title available?)
- Post-regularization inference for time-varying nonparanormal graphical models
- Direct estimation of differential networks under high-dimensional nonparanormal graphical models
- A semiparametric graphical modelling approach for large-scale equity selection
This page was built for publication: High-dimensional semiparametric Gaussian copula graphical models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1940774)
