Multivariate Gaussian network structure learning

DOI10.1016/j.jspi.2018.07.009zbMath1421.62072arXiv1709.05552OpenAlexW2964230602MaRDI QIDQ2317263

Xingqi Du, Subhashis Ghosal

Publication date: 9 August 2019

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.05552

zbMATH Keywords

rate of convergencegraphical modelmultivariate normalgroup penalty

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics in engineering and industry; control charts (62P30)

Related Items

Joint estimation of heterogeneous exponential Markov random fields through an approximate likelihood inference ⋮ Bayesian discriminant analysis using a high dimensional predictor

Uses Software

• glasso

Cites Work

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• Sparse permutation invariant covariance estimation
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• Model selection and estimation in the Gaussian graphical model
• Partial Correlation Estimation by Joint Sparse Regression Models
• A Convex Pseudolikelihood Framework for High Dimensional Partial Correlation Estimation with Convergence Guarantees
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