Estimating networks with jumps

DOI10.1214/12-EJS739zbMath1295.62032arXiv1012.3795WikidataQ41970427 ScholiaQ41970427MaRDI QIDQ1950892

Eric P. Xing, Mladen Kolar

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.3795

zbMATH Keywords

network models; Gaussian graphical models; structural changes; dynamic network models

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

91D30: Social networks; opinion dynamics

05C90: Applications of graph theory

62A09: Graphical methods in statistics

Related Items

Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Sequential change-point detection in high-dimensional Gaussian graphical models, Change-Point Detection for Graphical Models in the Presence of Missing Values, Consistent multiple changepoint estimation with fused Gaussian graphical models, Total variation regularized Fréchet regression for metric-space valued data, A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models, Nonparametric inference for continuous-time event counting and link-based dynamic network models, Estimating Time-Varying Graphical Models

Uses Software

• glasso

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Smooth minimization of non-smooth functions
• Sparse inverse covariance estimation with the graphical lasso
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• An O(n) algorithm for quadratic knapsack problems
• Properties and refinements of the fused Lasso
• High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
• Estimating time-varying networks
• Locally adaptive regression splines
• Sparse permutation invariant covariance estimation
• Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
• On the conditions used to prove oracle results for the Lasso
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• Network exploration via the adaptive LASSO and SCAD penalties
• Regularized estimation of large covariance matrices
• High-dimensional graphs and variable selection with the Lasso
• Learning Oncogenic Pathways from Binary Genomic Instability Data
• Pairwise Variable Selection for High-Dimensional Model-Based Clustering
• Joint estimation of multiple graphical models
• Gradient directed regularization for sparse Gaussian concentration graphs, with applications to inference of genetic networks
• Model selection and estimation in the Gaussian graphical model
• Graphical Models, Exponential Families, and Variational Inference
• Estimating and Testing Linear Models with Multiple Structural Changes
• Sparsity and Smoothness Via the Fused Lasso
• Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
• Partial Correlation Estimation by Joint Sparse Regression Models
• Multiple Change-Point Estimation With a Total Variation Penalty