Model selection and estimation in the matrix normal graphical model
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Publication:413758
DOI10.1016/J.JMVA.2012.01.005zbMATH Open1236.62058OpenAlexW2086400086WikidataQ41476353 ScholiaQ41476353MaRDI QIDQ413758FDOQ413758
Publication date: 7 May 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.005
Gaussian graphical modelsparsityhigh dimensional datagene networks\(l_{1}\) penalized likelihoodmatrix normal distribution
Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Biochemistry, molecular biology (92C40) Genetics and epigenetics (92D10) Graph theory (05C99)
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Cited In (27)
- Matrix inference and estimation in multi-layer models*
- Factor models for matrix-valued high-dimensional time series
- Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
- Permutation based testing on covariance separability
- Weighted covariance matrix estimation
- Covariance estimation via sparse Kronecker structures
- Testing independence with high-dimensional correlated samples
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
- Gemini: graph estimation with matrix variate normal instances
- Estimation of a multiplicative correlation structure in the large dimensional case
- Kronecker-structured covariance models for multiway data
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
- Title not available (Why is that?)
- Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure
- Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees
- Rational maximum likelihood estimators of Kronecker covariance matrices
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
- Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
- The spatial-temporal lag model of matrix-valued time series and its application
- Correlation-driven framework based on graph convolutional network for clinical disease classification
- Fast and Separable Estimation in High-Dimensional Tensor Gaussian Graphical Models
- Model-Free Variable Selection With Matrix-Valued Predictors
- Existence and uniqueness of the Kronecker covariance MLE
- Clustering of longitudinal interval-valued data via mixture distribution under covariance separability
- Graphical model selection and estimation for high dimensional tensor data
- Brain connectivity alteration detection via matrix‐variate differential network model
- Testing the mean matrix in high‐dimensional transposable data
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