Partial Gaussian Graphical Model Estimation
نویسندگان
چکیده
منابع مشابه
Robust Gaussian Graphical Model Estimation with Arbitrary Corruption
We study the problem of estimating the highdimensional Gaussian graphical model where the data are arbitrarily corrupted. We propose a robust estimator for the sparse precision matrix in the highdimensional regime. At the core of our method is a robust covariance matrix estimator, which is based on truncated inner product. We establish the statistical guarantee of our estimator on both estimati...
متن کاملFlexible Covariance Estimation in Graphical Gaussian Models
In this paper, we propose a class of Bayes estimators for the covariance matrix of graphical Gaussian models Markov with respect to a decomposable graph G. Working with the WPG family defined by Letac and Massam [Ann. Statist. 35 (2007) 1278–1323] we derive closed-form expressions for Bayes estimators under the entropy and squared-error losses. The WPG family includes the classical inverse of t...
متن کاملEquivalent Partial Correlation Selection for High Dimensional Gaussian Graphical Models
Gaussian graphical models (GGMs) are frequently used to explore networks, such as gene regulatory networks, among a set of variables. Under the classical theory of GGMs, the graph construction amounts to finding the pairs of variables with nonzero partial correlation coefficients. However, this is infeasible for high dimensional problems for which the number of variables is larger than the samp...
متن کاملHigh dimensional Sparse Gaussian Graphical Mixture Model
This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables coupled with the degenerate nature of the likelihood. We propose as a solution a penalized maximum likelihood technique by imposing an l1 penalty on the pre...
متن کاملGaussian Mixture Model estimation
One of the keystones of the canceled BTeV experiment (proposed at Fermilab’s Tevatron) was its sophisticated threelevel trigger. The trigger was designed to reject 99.9% of lightquark background events and retain a large number of B decays. The BTeV Pixel Detector provided a 3-dimensional, high resolution tracking system to detect B signatures. The Level 1 pixel detector trigger was proposed as...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2014
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2013.2296784