Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data

zbMATH Open1225.68149MaRDI QIDQ3096116FDOQ3096116

Authors:

Publication date: 8 November 2011

Full work available at URL: http://www.jmlr.org/papers/v9/banerjee08a.html

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zbMATH Keywords

model selectionGaussian graphical modelmaximum likelihood estimationbinary dataconvex optimization

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Cited In (only showing first 100 items - show all)

• Capturing between-tasks covariance and similarities using multivariate linear mixed models
• Sparse precision matrices for minimum variance portfolios
• High-dimensional consistency in score-based and hybrid structure learning
• Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
• Exact recovery in the Ising blockmodel
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• A global approach for learning sparse Ising models
• AMP chain graphs: minimal separators and structure learning algorithms
• Anderson Accelerated Douglas--Rachford Splitting
• Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets
• Incorporating grouping information into Bayesian Gaussian graphical model selection
• A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data
• Bayesian Lasso with neighborhood regression method for Gaussian graphical model
• Estimation of undirected graph with finite mixture of nonparanormal distribution
• Rank-one and sparse matrix decomposition for dynamic MRI
• Fitting Laplacian regularized stratified Gaussian models
• Gaussian graphical models parallel estimation via coordinate descent neighborhood selection
• Empirical Bayesian learning in AR graphical models
• Diagonal nonlinear transformations preserve structure in covariance and precision matrices
• Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
• Minimax estimation of large precision matrices with bandable Cholesky factor
• Bayesian Estimation of Gaussian Conditional Random Fields
• High-dimensional Gaussian graphical models on network-linked data
• Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
• Temporal hierarchies with autocorrelation for load forecasting
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
• Time series graphical Lasso and sparse VAR estimation
• Consistent multiple changepoint estimation with fused Gaussian graphical models
• Efficient computation for differential network analysis with applications to quadratic discriminant analysis
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• A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors
• Beyond covariance: SICE and kernel based visual feature representation
• Confidence graphs for graphical model selection
• A Gaussian graphical model approach to climate networks
• Interpretation of the precision matrix and its application in estimating sparse brain connectivity during sleep spindles from human electrocorticography recordings
• Model assisted variable clustering: minimax-optimal recovery and algorithms
• Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
• Multi-group binary choice with social interaction and a random communication structure -- a random graph approach
• Multivariate Gaussian network structure learning
• D-trace estimation of a precision matrix using adaptive lasso penalties
• Estimation of neural connections from partially observed neural spikes
• Learning loosely connected Markov random fields
• Graphical model selection for a particular class of continuous-time processes.
• Joint estimation of heterogeneous exponential Markov random fields through an approximate likelihood inference
• Phylogenetically informed Bayesian truncated copula graphical models for microbial association networks
• Graphical Lasso and thresholding: equivalence and closed-form solutions
• A note on the lack of symmetry in the graphical lasso
• Some results on the Gaussian Markov random field construction problem based on the use of invariant subgraphs
• A decomposition-based algorithm for learning the structure of multivariate regression chain graphs
• Graphical Models and Message-Passing Algorithms: Some Introductory Lectures
• Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer
• Numerical methods for \(A\)-optimal designs with a sparsity constraint for ill-posed inverse problems
• Limit theorems for the bipartite Potts model
• A general family of trimmed estimators for robust high-dimensional data analysis
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
• Estimating Time-Varying Graphical Models
• Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
• The cluster graphical Lasso for improved estimation of Gaussian graphical models
• Adjusted regularization of cortical covariance
• Estimating large covariance matrix with network topology for high-dimensional biomedical data
• Monitoring the covariance matrix with fewer observations than variables
• Fast algorithms for sparse inverse covariance estimation
• Stochastic accelerated alternating direction method of multipliers with importance sampling
• An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
• Bayesian graphical models for modern biological applications
• Bayesian regularization for graphical models with unequal shrinkage
• Sparse covariance matrix estimation by DCA-based algorithms
• An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
• A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
• Adaptive estimation of covariance matrices via Cholesky decomposition
• Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields
• Certifiably optimal sparse inverse covariance estimation
• A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
• Stein's method for stationary distributions of Markov chains and application to Ising models
• Tests for mean vectors in high dimension
• Sparse and low-rank matrix regularization for learning time-varying Markov networks
• Change-Point Detection for Graphical Models in the Presence of Missing Values
• Computational implications of reducing data to sufficient statistics
• Estimating heterogeneous graphical models for discrete data with an application to roll call voting
• On skewed Gaussian graphical models
• Intrinsic graph structure estimation using graph Laplacian
• Estimation of nonparanormal graphical models based on ranked set sampling (RSS)
• Inference for Nonparanormal Partial Correlation via Regularized Rank-Based Nodewise Regression
• Natural coordinate descent algorithm for \(\ell_1\)-penalised regression in generalised linear models
• Structure learning in Bayesian networks using regular vines
• On constrained estimation of graphical time series models
• Objective Bayesian search of Gaussian directed acyclic graphical models for ordered variables with non-local priors
• Asymptotic linear expansion of regularized M-estimators
• Link prediction via sparse Gaussian graphical model
• Model building with likelihood basis pursuit
• High dimensional posterior convergence rates for decomposable graphical models
• Large-scale sparse inverse covariance matrix estimation
• Graphical model selection for Gaussian conditional random fields in the presence of latent variables
• Sparse Sampling and Maximum Likelihood Estimation for Boolean Models
• Bayesian inference in nonparanormal graphical models
• Fast and Separable Estimation in High-Dimensional Tensor Gaussian Graphical Models
• Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm
• The convergence rate of the proximal alternating direction method of multipliers with indefinite proximal regularization
• A review of Gaussian Markov models for conditional independence

Uses Software

• DSPCA

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