Nonconcave penalized composite conditional likelihood estimation of sparse Ising models

DOI10.1214/12-AOS1017zbMath1284.62451arXiv1208.3555MaRDI QIDQ693730

Tianxi Cai, Hui Zou, Lingzhou Xue

Publication date: 10 December 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.3555

zbMATH Keywords

Ising model; composite likelihood; coordinatewise optimization; HIV drug resistance database; minorization-maximization principle; NP-dimension asymptotic theory

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

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

Uses Software

• glmnet