Learning latent variable Gaussian graphical model for biomolecular network with low sample complexity
Summary: Learning a Gaussian graphical model with latent variables is ill posed when there is insufficient sample complexity, thus having to be appropriately regularized. A common choice is convex \(\ell_1\) plus nuclear norm to regularize the searching process. However, the best estimator performance is not always achieved with these additive convex regularizations, especially when the sample complexity is low. In this paper, we consider a concave additive regularization which does not require the strong irrepresentable condition. We use concave regularization to correct the intrinsic estimation biases from Lasso and nuclear penalty as well. We establish the proximity operators for our concave regularizations, respectively, which induces sparsity and low rankness. In addition, we extend our method to also allow the decomposition of fused structure-sparsity plus low rankness, providing a powerful tool for models with temporal information. Specifically, we develop a nontrivial modified alternating direction method of multipliers with at least local convergence. Finally, we use both synthetic and real data to validate the excellence of our method. In the application of reconstructing two-stage cancer networks, ``the Warburg effect can be revealed directly.
- Inferring sparse Gaussian graphical models with latent structure
- Graphical model selection for Gaussian conditional random fields in the presence of latent variables
- Latent variable graphical model selection via convex optimization
- Graphical model selection with latent variables
- Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A trace inequality of John von Neumann
- Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
- Compressed sensing
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Generalized alternating direction method of multipliers: new theoretical insights and applications
- Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- Joint estimation of multiple graphical models
- Latent variable graphical model selection via convex optimization
- Local shrinkage rules, Lévy processes and regularized regression
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection and estimation in the Gaussian graphical model
- Network exploration via the adaptive LASSO and SCAD penalties
- On first-order algorithms for \(\ell_{1}/\)nuclear norm minimization
- On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
- Parallel splitting augmented Lagrangian methods for monotone structured variational inequalities
- PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
- Robust principal component analysis?
- Sparse permutation invariant covariance estimation
- Sparsity and Smoothness Via the Fused Lasso
- Strong oracle optimality of folded concave penalized estimation
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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