Sparse Matrix Graphical Models

DOI10.1080/01621459.2012.706133zbMATH Open1443.62194OpenAlexW2039954784MaRDI QIDQ4648565FDOQ4648565

Authors: Chenlei Leng, Cheng Yong Tang 

Publication date: 9 November 2012

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2012.706133

Recommendations

• Sparse nonparametric graphical models
• Sparse Gaussian graphical mixture model
• Inferring sparse Gaussian graphical models with latent structure
• Robust sparse Gaussian graphical modeling
• Sparse Gaussian graphical model estimation via alternating minimization
• Fitting very large sparse Gaussian graphical models
• Graph models and their efficient implementation for sparse Jacobian matrix determination
• Bayesian structure learning in sparse Gaussian graphical models
• Sparse modeling. Theory, algorithms, and applications
• Simultaneously Structured Models With Application to Sparse and Low-Rank Matrices

zbMATH Keywords

penalized likelihoodsparsityconditional independencesparsistencymatrix-variate normal distribution

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• The mle algorithm for the matrix normal distribution
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• One-step sparse estimates in nonconcave penalized likelihood models
• High-dimensional graphs and variable selection with the Lasso
• Covariance regularization by thresholding
• Sparsistency and rates of convergence in large covariance matrix estimation
• Sparse inverse covariance estimation with the graphical lasso
• Sparse permutation invariant covariance estimation
• Network exploration via the adaptive LASSO and SCAD penalties
• Regularized estimation of large covariance matrices
• Model selection and estimation in the Gaussian graphical model
• Title not available (Why is that?)
• Partial correlation estimation by joint sparse regression models
• Joint estimation of multiple graphical models
• Constrained factor models
• Some matrix-variate distribution theory: Notational considerations and a Bayesian application
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Title not available (Why is that?)
• Separable covariance arrays via the Tucker product, with applications to multivariate relational data
• Transposable regularized covariance models with an application to missing data imputation
• Covariance matrix selection and estimation via penalised normal likelihood
• Title not available (Why is that?)
• Models with a Kronecker product covariance structure: estimation and testing
• Computing Communities in Large Networks Using Random Walks
• Bayesian analysis of matrix normal graphical models
• Biconvex sets and optimization with biconvex functions: a survey and extensions

Cited In (36)

• Simultaneous Cluster Structure Learning and Estimation of Heterogeneous Graphs for Matrix-Variate fMRI Data
• Factor models for matrix-valued high-dimensional time series
• Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
• Inferring sparse Gaussian graphical models with latent structure
• Scalable Bayesian matrix normal graphical models for brain functional networks
• Sparse directed acyclic graphs incorporating the covariates
• Robust sparse Gaussian graphical modeling
• Functional Bayesian networks for discovering causality from multivariate functional data
• Covariance estimation via sparse Kronecker structures
• Gemini: graph estimation with matrix variate normal instances
• Linear Manifold Modeling and Graph Estimation based on Multivariate Functional Data with Different Coarseness Scales
• Model selection and estimation in the matrix normal graphical model
• A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
• Estimation of a multiplicative correlation structure in the large dimensional case
• Concentration of measure bounds for matrix-variate data with missing values
• Estimation of graphical models: an overview of selected topics
• Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
• Optimal couplings between sparse block models
• Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form
• Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
• L2RM: Low-Rank Linear Regression Models for High-Dimensional Matrix Responses
• Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees
• Double instrumental variable estimation of interaction models with big data
• 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
• Title not available (Why is that?)
• Fast and Separable Estimation in High-Dimensional Tensor Gaussian Graphical Models
• Sparse Gaussian graphical mixture model
• Sparse nonparametric graphical models
• Asymptotic properties on high-dimensional multivariate regression M-estimation
• Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm
• Bayesian analysis of matrix normal graphical models
• A Penalized Likelihood Method for Classification With Matrix-Valued Predictors
• Brain connectivity alteration detection via matrix‐variate differential network model

This page was built for publication: Sparse Matrix Graphical Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4648565)