Graphical model selection and estimation for high dimensional tensor data

DOI10.1016/J.JMVA.2014.03.007MaRDI QIDQ2451627zbMATH OpenOpenAlexFDO

Authors Shiyuan He, Jianxing Yin, Hongzhe Li, Xing Wang

Publication date 4 June 2014

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

Full work available at URL https://doi.org/10.1016/j.jmva.2014.03.007

zbMATH Keywords

\(l_1\) penalized likelihoodGaussian graphical modelgene networksoracle propertytensor normal distribution

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

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Cites work

• A Multilinear Singular Value Decomposition
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Gemini: graph estimation with matrix variate normal instances
• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• scientific article; zbMATH DE number 5224144 (Why is no real title available?)
• Model selection and estimation in the Gaussian graphical model
• Model selection and estimation in the matrix normal graphical model
• On Convergence of Kronecker Graphical Lasso Algorithms
• Separable covariance arrays via the Tucker product, with applications to multivariate relational data
• Sparse inverse covariance estimation with the graphical lasso
• Sparsistency and rates of convergence in large covariance matrix estimation
• Transposable regularized covariance models with an application to missing data imputation

Cited in

(11)

• Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
• Model selection and estimation in the matrix normal graphical model
• ISLET: fast and optimal low-rank tensor regression via importance sketching
• Fast and Separable Estimation in High-Dimensional Tensor Gaussian Graphical Models
• Tensor graphical Lasso (TeraLasso)
• Estimation of graphical models: an overview of selected topics
• Dynamic modeling and online monitoring of tensor data streams with application to passenger flow surveillance
• Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm
• Real-Time Monitoring of Dynamic Tensor Data with Longitudinal Patterns: A Tensor Graphical LASSO Approach
• Decorrelated nearest shrunken centroids for tensor data
• Frontal slice approaches for tensor linear systems

Describes a project that uses

Uses Software

• glasso

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