Targeted fused ridge estimation of inverse covariance matrices from multiple high-dimensional data classes
zbMATH Open1499.62177arXiv1509.07982MaRDI QIDQ4969062FDOQ4969062
Anders Ellern Bilgrau, Wessel N. van Wieringen, Carel F. W. Peeters, Poul Svante Eriksen, Martin Bøgsted
Publication date: 5 October 2020
Full work available at URL: https://arxiv.org/abs/1509.07982
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- Ridge estimation of inverse covariance matrices from high-dimensional data
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high-dimensional dataGaussian graphical modeling\(\ell_2\)-penalized maximum likelihooddifferential network estimationgeneralized fused ridgestructural metaanalysis
Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Probabilistic graphical models (62H22) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
Cited In (8)
- Testing the differential network between two gaussian graphical models with false discovery rate control
- Joint Gaussian graphical model estimation: a survey
- Promote sign consistency in the joint estimation of precision matrices
- A parallel algorithm for ridge-penalized estimation of the multivariate exponential family from data of mixed types
- Updating of the Gaussian graphical model through targeted penalized estimation
- Estimating Multiple Precision Matrices With Cluster Fusion Regularization
- Smoothly adaptively centered ridge estimator
- Estimation of multiple networks with common structures in heterogeneous subgroups
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