Model selection and estimation in the Gaussian graphical model

DOI10.1093/BIOMET/ASM018zbMATH Open1142.62408OpenAlexW2081746825MaRDI QIDQ3512676FDOQ3512676

Authors: Ming Yuan, Yi Lin 

Publication date: 21 July 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/20ee888ca9c3bae784f266405b4d6395c6f32955

Recommendations

• Efficient estimation of covariance selection models
• Model selection for Gaussian concentration graphs
• Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
• Fitting very large sparse Gaussian graphical models
• Shrinkage tuning parameter selection in precision matrices estimation

zbMATH Keywords

lassopenalized likelihoodcovariance selectionnonnegative garrotemaxdet algorithm

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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

• High-dimensional semiparametric Gaussian copula graphical models
• Inferring sparse Gaussian graphical models with latent structure
• Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
• Sparse estimation of conditional graphical models with application to gene networks
• Holonomic extended least angle regression
• Ridge estimation of inverse covariance matrices from high-dimensional data
• Node-structured integrative Gaussian graphical model guided by pathway information
• Sparse permutation invariant covariance estimation
• Bayesian inference of clustering and multiple Gaussian graphical models selection
• Likelihood-based selection and sharp parameter estimation
• Layer-wise learning strategy for nonparametric tensor product smoothing spline regression and graphical models
• Penalized model-based clustering
• Sparse directed acyclic graphs incorporating the covariates
• Robust sparse Gaussian graphical modeling
• On principal graphical models with application to gene network
• On robust Gaussian graphical modeling
• Bootstrap inference for network construction with an application to a breast cancer microarray study
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• Review on statistical methods for gene network reconstruction using expression data
• Network exploration via the adaptive LASSO and SCAD penalties
• Robust Gaussian graphical modeling via \(l_{1}\) penalization
• Tuning-free heterogeneous inference in massive networks
• Fitting very large sparse Gaussian graphical models
• Simultaneous inference for pairwise graphical models with generalized score matching
• Estimation of Gaussian graphs by model selection
• Robust inference with knockoffs
• A two-step method for estimating high-dimensional Gaussian graphical models
• Gemini: graph estimation with matrix variate normal instances
• Sparse estimation of large covariance matrices via a nested Lasso penalty
• Estimation of sparse directed acyclic graphs for multivariate counts data
• Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
• High-dimensional generalized linear models incorporating graphical structure among predictors
• Linear estimating equations for exponential families with application to Gaussian linear concentration models
• Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models
• Tuning parameter selection for penalized likelihood estimation of Gaussian graphical model
• An Expectation Conditional Maximization Approach for Gaussian Graphical Models
• Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
• Model selection for Gaussian concentration graphs
• Graph selection with GGMselect
• Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks
• Inferring multiple graphical structures
• Confidence intervals for high-dimensional inverse covariance estimation
• Stability Selection
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models
• Gaussian graphical model estimation with false discovery rate control
• Honest confidence regions and optimality in high-dimensional precision matrix estimation
• Maximum Likelihood Estimation Over Directed Acyclic Gaussian Graphs
• Graphical models via joint quantile regression with component selection
• Missing values: sparse inverse covariance estimation and an extension to sparse regression
• A general algorithm for covariance modeling of discrete data
• Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
• Fast alternating linearization methods for minimizing the sum of two convex functions
• The sparse Laplacian shrinkage estimator for high-dimensional regression
• Updating of the Gaussian graphical model through targeted penalized estimation
• Learning Sparse Causal Gaussian Networks With Experimental Intervention: Regularization and Coordinate Descent
• Bayesian graphical models for differential pathways
• Regularized rank-based estimation of high-dimensional nonparanormal graphical models
• Selection and estimation for mixed graphical models
• Selection by partitioning the solution paths
• Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
• Sparse nonparametric graphical models
• Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions
• Title not available (Why is that?)
• Tests for Gaussian graphical models
• High-dimensional covariance matrix estimation with missing observations
• On generating random Gaussian graphical models
• Estimation of high-dimensional graphical models using regularized score matching
• Gaussian model selection
• Lasso-driven inference in time and space
• Estimation of (near) low-rank matrices with noise and high-dimensional scaling
• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
• Information‐incorporated Gaussian graphical model for gene expression data
• A note on the Lasso for Gaussian graphical model selection
• Covariance regularization by thresholding
• Least angle and \(\ell _{1}\) penalized regression: a review
• A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models
• Sparsistency and rates of convergence in large covariance matrix estimation
• Inferring large graphs using \(\ell_1\)-penalized likelihood
• Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
• The graphical lasso: new insights and alternatives
• Transfer Learning in Large-Scale Gaussian Graphical Models with False Discovery Rate Control
• Graph-guided banding of the covariance matrix
• A unified framework for structured graph learning via spectral constraints
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
• Capturing between-tasks covariance and similarities using multivariate linear mixed models
• Bayesian joint modeling of multiple brain functional networks
• Sparse precision matrices for minimum variance portfolios
• Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
• Bayesian graph selection consistency under model misspecification
• Estimation and inference for precision matrices of nonstationary time series
• Functional Graphical Models
• Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
• Dependence in elliptical partial correlation graphs
• Hierarchical normalized completely random measures for robust graphical modeling
• Exact penalization for cardinality and rank-constrained optimization problems via partial regularization
• Bayesian sparse covariance decomposition with a graphical structure
• Incorporating grouping information into Bayesian Gaussian graphical model selection
• A new double-regularized regression using Liu and Lasso regularization
• Detection of hubs in complex networks by the Laplacian matrix

This page was built for publication: Model selection and estimation in the Gaussian graphical model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3512676)