On skewed Gaussian graphical models

DOI10.1016/J.JMVA.2022.105129OpenAlexW4309766214MaRDI QIDQ2111068FDOQ2111068

Yanyan Li

Publication date: 23 December 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105129

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zbMATH Keywords

LassoGaussian graphical modelpenalized likelihoodalternating direction method of multipliersskewed Gaussian distribution

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Multivariate analysis (62Hxx)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Title not available (Why is that?)
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• High-dimensional semiparametric Gaussian copula graphical models
• 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
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• Regularized rank-based estimation of high-dimensional nonparanormal graphical models
• Covariance regularization by thresholding
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• Asymptotics for Lasso-type estimators.
• Sparse permutation invariant covariance estimation
• Regularized estimation of large covariance matrices
• Shrinkage tuning parameter selection with a diverging number of parameters
• Title not available (Why is that?)
• Model selection and estimation in the Gaussian graphical model
• Title not available (Why is that?)
• Graphical models for skew‐normal variates
• A sparse conditional Gaussian graphical model for analysis of genetical genomics data
• High dimensional inverse covariance matrix estimation via linear programming
• A Constrainedℓ₁Minimization Approach to Sparse Precision Matrix Estimation
• The multivariate skew-normal distribution
• Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
• Tuning parameter selection for penalized likelihood estimation of Gaussian graphical model
• Graph estimation with joint additive models
• PC algorithm for Gaussian copula graphical models
• Ratio and difference of \(l_1\) and \(l_2\) norms and sparse representation with coherent dictionaries
• A Graduate Course on Statistical Inference
• A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI
• On an Additive Semigraphoid Model for Statistical Networks With Application to Pathway Analysis

Cited In (2)

• On the existence of some skew-Gaussian random field models
• Graphical models for skew‐normal variates

Uses Software

• glasso

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