The huge Package for High-dimensional Undirected Graph Estimation in R
From MaRDI portal
Abstract: We describe an R package named huge which provides easy-to-use functions for estimating high dimensional undirected graphs from data. This package implements recent results in the literature, including Friedman et al. (2007), Liu et al. (2009, 2012) and Liu et al. (2010). Compared with the existing graph estimation package glasso, the huge package provides extra features: (1) instead of using Fortan, it is written in C, which makes the code more portable and easier to modify; (2) besides fitting Gaussian graphical models, it also provides functions for fitting high dimensional semiparametric Gaussian copula models; (3) more functions like data-dependent model selection, data generation and graph visualization; (4) a minor convergence problem of the graphical lasso algorithm is corrected; (5) the package allows the user to apply both lossless and lossy screening rules to scale up large-scale problems, making a tradeoff between computational and statistical efficiency.
Recommendations
- Estimating high-dimensional directed acyclic graphs with the PC-algorithm
- The nonparanormal: semiparametric estimation of high dimensional undirected graphs
- High-dimensional Gaussian graphical models on network-linked data
- Inferring large graphs using \(\ell_1\)-penalized likelihood
- Large-scale estimation of random graph models with local dependence
- High-dimensional inference for cluster-based graphical models
- Estimation of high-dimensional graphical models using regularized score matching
- Direct estimation of differential networks under high-dimensional nonparanormal graphical models
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
Cited in
(59)- A general algorithm for covariance modeling of discrete data
- Bayesian additive regression trees using Bayesian model averaging
- Pathwise coordinate optimization for sparse learning: algorithm and theory
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
- High-dimensional consistency in score-based and hybrid structure learning
- Bayesian structure learning in graphical models
- huge
- Estimating high-dimensional covariance and precision matrices under general missing dependence
- Dependence in elliptical partial correlation graphs
- Inference of large modified Poisson-type graphical models: application to RNA-seq data in childhood atopic asthma studies
- Selecting the tuning parameter in penalized Gaussian graphical models
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso
- A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
- Network-based discriminant analysis for multiclassification
- Group-wise shrinkage estimation in penalized model-based clustering
- Influence measures and stability for graphical models
- Bayesian structure learning in sparse Gaussian graphical models
- Selection of the Regularization Parameter in Graphical Models Using Network Characteristics
- An Expectation Conditional Maximization Approach for Gaussian Graphical Models
- On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization
- Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
- High-dimensional Gaussian graphical models on network-linked data
- Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
- A semiparametric graphical modelling approach for large-scale equity selection
- Bayesian model selection approach for coloured graphical Gaussian models
- Sparse graphical models via calibrated concave convex procedure with application to fMRI data
- Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications
- Sparse inverse covariance estimation for high-throughput microRNA sequencing data in the Poisson log-normal graphical model
- A simulation framework for correlated count data of features subsets in high-throughput sequencing or proteomics experiments
- A computationally fast alternative to cross-validation in penalized Gaussian graphical models
- Nonparametric discriminant analysis with network structures in predictor
- A focused information criterion for graphical models
- Learning Gaussian graphical models with latent confounders
- Generalized Network Structured Models with Mixed Responses Subject to Measurement Error and Misclassification
- Compositional Graphical Lasso Resolves the Impact of Parasitic Infection on Gut Microbial Interaction Networks in a Zebrafish Model
- Simultaneous Cluster Structure Learning and Estimation of Heterogeneous Graphs for Matrix-Variate fMRI Data
- Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
- Structure learning of exponential family graphical model with false discovery rate control
- StarTrek: combinatorial variable selection with false discovery rate control
- Robust and sparse Gaussian graphical modelling under cell-wise contamination
- Testing the differential network between two gaussian graphical models with false discovery rate control
- Graph-based spatial segmentation of areal data
- Support recovery of Gaussian graphical model with false discovery rate control
- Estimation of covariance and precision matrix, network structure, and a view toward systems biology
- Estimation of graphical models: an overview of selected topics
- Incorporating Graphical Structure of Predictors in Sparse Quantile Regression
- Differential network knockoff filter with application to brain connectivity analysis
- SpiderLearner: an ensemble approach to Gaussian graphical model estimation
- Gaussian graphical models with applications to omics analyses
- Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison
- ATM: an aggregation test of moments approach for assessing high-dimensional normality
- Density and graph estimation with smoothing splines and conditional Gaussian graphical models
- Synthetic data generation method providing enhanced covariance matrix estimation
- Copula Graphical Models for Heterogeneous Mixed Data
- Inferring Independent Sets of Gaussian Variables after Thresholding Correlations
- On network deconvolution for undirected graphs
- Loop-based conic multivariate adaptive regression splines is a novel method for advanced construction of complex biological networks
- Bayesian regularization of Gaussian graphical models with measurement error
- The minimum regularized covariance determinant estimator
This page was built for publication: The huge Package for High-dimensional Undirected Graph Estimation in R
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5405155)
