Model selection and estimation in the matrix normal graphical model

DOI10.1016/j.jmva.2012.01.005zbMath1236.62058MaRDI QIDQ413758

Jianxing Yin, Hongzhe Li

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

zbMATH Keywords

gene networks; sparsity; high dimensional data; Gaussian graphical model; \(l_{1}\) penalized likelihood; matrix normal distribution

Mathematics Subject Classification ID

62H99: Multivariate analysis

62H12: Estimation in multivariate analysis

62P10: Applications of statistics to biology and medical sciences; meta analysis

65C05: Monte Carlo methods

92C40: Biochemistry, molecular biology

92D10: Genetics and epigenetics

05C99: Graph theory

Uses Software

• CHOMPACK
• glasso
• colcor