Multivariate Gaussian network structure learning

DOI10.1016/J.JSPI.2018.07.009MaRDI QIDQ2317263zbMATH OpenOpenAlexFDO

Authors 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

graphical modelgroup penaltymultivariate normalrate of convergence

Mathematics Subject Classification ID

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

Abstract: We consider a graphical model where a multivariate normal vector is associated with each node of the underlying graph and estimate the graphical structure. We minimize a loss function obtained by regressing the vector at each node on those at the remaining ones under a group penalty. We show that the proposed estimator can be computed by a fast convex optimization algorithm. We show that as the sample size increases, the estimated regression coefficients and the correct graphical structure are correctly estimated with probability tending to one. By extensive simulations, we show the superiority of the proposed method over comparable procedures. We apply the technique on two real datasets. The first one is to identify gene and protein networks showing up in cancer cell lines, and the second one is to reveal the connections among different industries in the US.

Recommendations

• Joint structural estimation of multiple graphical models
• Structural pursuit over multiple undirected graphs
• Node-based learning of multiple Gaussian graphical models
• Bayesian structure learning in sparse Gaussian graphical models
• Concave penalized estimation of sparse Gaussian Bayesian networks

Cites work

• A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Graph estimation from multi-attribute data
• High-dimensional graphs and variable selection with the Lasso
• Model selection and estimation in the Gaussian graphical model
• Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
• Partial correlation estimation by joint sparse regression models
• Sparse inverse covariance estimation with the graphical lasso
• Sparse permutation invariant covariance estimation
• Weak convergence and empirical processes. With applications to statistics

Cited in

(13)

• Multilayer bootstrap networks
• Joint estimation of heterogeneous exponential Markov random fields through an approximate likelihood inference
• Bayesian discriminant analysis using a high dimensional predictor
• Multilevel Gaussian graphical model for multilevel networks
• Node-based learning of multiple Gaussian graphical models
• Graph estimation from multi-attribute data
• Structural learning of Gaussian graphical models from microarray data with p larger than n
• Multiple Matrix Gaussian Graphs Estimation
• Bayesian Estimation of Gaussian Conditional Random Fields
• A Coordinate System for Gaussian Networks
• Concave penalized estimation of sparse Gaussian Bayesian networks
• Learning binary undirected graph in low dimensional regime
• Learning a common substructure of multiple graphical Gaussian models

Describes a project that uses

Uses Software

• glasso

This page was built for publication: Multivariate Gaussian network structure learning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2317263)