A Convex Pseudolikelihood Framework for High Dimensional Partial Correlation Estimation with Convergence Guarantees

DOI10.1111/rssb.12088zbMath1414.62183arXiv1307.5381OpenAlexW1990948184MaRDI QIDQ5378137

Sang-Yun Oh, Bala Rajaratnam, Kshitij Khare

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.5381

zbMATH Keywords

partial correlation graph gene regulatory network graphical model selection soft thresholding convergence guarantee sparse inverse covariance estimation generalized pseudolikelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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