High-dimensional semiparametric Gaussian copula graphical models

DOI10.1214/12-AOS1037zbMath1297.62073arXiv1202.2169MaRDI QIDQ1940774

Han Liu, Fang Han, Ming Yuan, John D. Lafferty, Larry Alan Wasserman

Publication date: 7 March 2013

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

Full work available at URL: https://arxiv.org/abs/1202.2169

zbMATH Keywords

robust statistics; Gaussian copula; high-dimensional statistics; undirected graphical models; minimax optimality; biological regulatory networks; nonparanormal graphical models

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62H20: Measures of association (correlation, canonical correlation, etc.)

Related Items

Unnamed Item, Kernel-Based Tests for Joint Independence, Unnamed Item, Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions, Unnamed Item, Unnamed Item, Unnamed Item, Different types of Bernstein operators in inference of Gaussian graphical model, Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data, A semiparametric graphical modelling approach for large-scale equity selection, Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach, High-Dimensional Inference for Cluster-Based Graphical Models, Unnamed Item, MARS as an alternative approach of Gaussian graphical model for biochemical networks, Discussion of “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”, Graphical lassos for meta‐elliptical distributions, Unnamed Item, Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection, A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models, Sparse nonparametric graphical models, Rejoinder of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation, Covariance-Based Sample Selection for Heterogeneous Data: Applications to Gene Expression and Autism Risk Gene Detection, Sufficient forecasting using factor models, Estimation of high-dimensional graphical models using regularized score matching, Gaussian graphical model estimation with false discovery rate control, Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas, Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation, Discriminant analysis on high dimensional Gaussian copula model, Graphical models via joint quantile regression with component selection, Regularized rank-based estimation of high-dimensional nonparanormal graphical models, A convex optimization approach to high-dimensional sparse quadratic discriminant analysis, Conditional score matching for high-dimensional partial graphical models, Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions, Edge detection in sparse Gaussian graphical models, High dimensional Gaussian copula graphical model with FDR control, Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure, An extreme-value approach for testing the equality of large U-statistic based correlation matrices, An exponential inequality for U-statistics under mixing conditions, High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination, Detection of block-exchangeable structure in large-scale correlation matrices, High-dimensional semiparametric Gaussian copula graphical models, ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models, High-dimensional consistency in score-based and hybrid structure learning, Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach, A new correlation coefficient for comparing and aggregating non-strict and incomplete rankings, Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks, Bayesian inference in nonparanormal graphical models, Using Bayesian latent Gaussian graphical models to infer symptom associations in verbal autopsies, Dependence in elliptical partial correlation graphs, Estimation of undirected graph with finite mixture of nonparanormal distribution, On principal graphical models with application to gene network, Inference of large modified Poisson-type graphical models: application to RNA-seq data in childhood atopic asthma studies, Sparse semiparametric discriminant analysis, Robust feature screening for elliptical copula regression model, A review of Gaussian Markov models for conditional independence, Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate, Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations, A powerful test for ordinal trait genetic association analysis, Learning causal structure from mixed data with missing values using Gaussian copula models, Robust sparse Gaussian graphical modeling, Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso, Structure estimation for discrete graphical models: generalized covariance matrices and their inverses, QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization, Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures, Localizing differentially evolving covariance structures via scan statistics, Copula Grow-Shrink Algorithm for Structural Learning

Uses Software

Cites Work