Sparse estimation of multivariate Poisson log‐normal models from count data

DOI10.1002/SAM.11370MaRDI QIDQ4970413zbMATH OpenOpenAlexFDO

Authors

Publication date 14 October 2020

Published in Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1602.07337

zbMATH Keywords

count datacovariance estimationMonte Carlo methodPoisson log-normal modelsparse multivariate model

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• An EM algorithm for multivariate Poisson distribution and related models
• Computing the nearest correlation matrix--a problem from finance
• Extended Bayesian information criteria for model selection with large model spaces
• PCAN: probabilistic correlation analysis of two non-normal data sets
• Pathwise coordinate optimization
• Poisson dependency networks: gradient boosted models for multivariate count data
• Posterior simulation and Bayes factors in panel count data models
• Regularization and Variable Selection Via the Elastic Net
• Sparse estimation of large covariance matrices via a nested Lasso penalty
• Sparse inverse covariance estimation with the graphical lasso

Cited in

(5)

• Sparse inverse covariance estimation for high-throughput microRNA sequencing data in the Poisson log-normal graphical model
• Prioritizing Autism Risk Genes Using Personalized Graphical Models Estimated From Single-Cell RNA-seq Data
• A novel robust estimation for high-dimensional precision matrices
• Bayesian Sparse Regression for Mixed Multi-Responses with Application to Runtime Metrics Prediction in Fog Manufacturing
• Modelling multivariate, overdispersed count data with correlated and non-normal heterogeneity effects

Describes a project that uses

Uses Software

• EMBERS
• glmnet
• glasso

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