Model selection and estimation in the matrix normal graphical model

DOI10.1016/J.JMVA.2012.01.005zbMATH Open1236.62058OpenAlexW2086400086WikidataQ41476353 ScholiaQ41476353MaRDI QIDQ413758FDOQ413758

Authors: Hongzhe Li, Jianxing Yin 

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

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zbMATH Keywords

Gaussian graphical modelsparsityhigh dimensional datagene networks\(l_{1}\) penalized likelihoodmatrix normal distribution

Mathematics Subject Classification ID

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)

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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Cited In (29)

• 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
• Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions
• Model-Free Variable Selection With Matrix-Valued Predictors
• Bayesian analysis of matrix normal graphical models
• 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

Uses Software

• CHOMPACK
• glasso
• colcor

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