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Debiasing group graphical lasso estimates enables statistical inference when multiple Gaussian graphical models share a common sparsity pattern. We analyze the estimation properties of group graphical lasso, establishing convergence rates…

Statistics Theory · Mathematics 2025-10-07 Sayan Ranjan Bhowal , Debashis Paul , Gopal K Basak , Samarjit Das

It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…

Machine Learning · Statistics 2018-06-08 Michael Hornstein , Roger Fan , Kerby Shedden , Shuheng Zhou

We provide a selected overview of methodology and theory for estimation and inference on the edge weights in high-dimensional directed and undirected Gaussian graphical models. For undirected graphical models, two main explicit…

Statistics Theory · Mathematics 2018-01-26 Jana Jankova , Sara van de Geer

The group Lasso is an extension of the Lasso for feature selection on (predefined) non-overlapping groups of features. The non-overlapping group structure limits its applicability in practice. There have been several recent attempts to…

Machine Learning · Computer Science 2010-09-03 Jun Liu , Jieping Ye

Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…

Methodology · Statistics 2023-03-17 Sutanoy Dasgupta , Peng Zhao , Jacob Helwig , Prasenjit Ghosh , Debdeep Pati , Bani K. Mallick

Many complex disease syndromes such as asthma consist of a large number of highly related, rather than independent, clinical phenotypes, raising a new technical challenge in identifying genetic variations associated simultaneously with…

Machine Learning · Statistics 2008-11-16 Seyoung Kim , Kyung-Ah Sohn , Eric P. Xing

This work addresses the problem of graph learning from data following a Gaussian Graphical Model (GGM) with a time-varying mean. Graphical Lasso (GL), the standard method for estimating sparse precision matrices, assumes that the observed…

Machine Learning · Computer Science 2025-03-26 Samuel Rey , Ernesto Curbelo , Luca Martino , Fernando Llorente , Antonio G. Marques

The graphical Lasso (GLASSO) is a widely used algorithm for learning high-dimensional undirected Gaussian graphical models (GGM). Given i.i.d. observations from a multivariate normal distribution, GLASSO estimates the precision matrix by…

Methodology · Statistics 2026-01-15 Ha Nguyen , Sumanta Basu

We consider the problem of learning a structured multi-task regression, where the output consists of multiple responses that are related by a graph and the correlated response variables are dependent on the common inputs in a sparse but…

Machine Learning · Statistics 2010-05-21 Xi Chen , Seyoung Kim , Qihang Lin , Jaime G. Carbonell , Eric P. Xing

Gaussian Graphical Models provide a convenient framework for representing dependencies between variables. Recently, this tool has received a high interest for the discovery of biological networks. The literature focuses on the case where a…

Methodology · Statistics 2010-05-13 Julien Chiquet , Yves Grandvalet , Christophe Ambroise

The analysis of spatial data from biological imaging technology, such as imaging mass spectrometry (IMS) or imaging mass cytometry (IMC), is challenging because of a competitive sampling process which convolves signals from molecules in a…

Machine Learning · Statistics 2025-09-26 Joaquim Valerio Teixeira , Ed Reznik , Sudpito Banerjee , Wesley Tansey

We consider the joint inference of regression coefficients and the inverse covariance matrix for covariates in high-dimensional probit regression, where the predictors are both relevant to the binary response and functionally related to one…

Methodology · Statistics 2022-03-15 Xuan Cao , Kyoungjae Lee

This work addresses the issue of large covariance matrix estimation in high-dimensional statistical analysis. Recently, improved iterative algorithms with positive-definite guarantee have been developed. However, these algorithms cannot be…

Information Theory · Computer Science 2016-07-29 Fei Wen , Yuan Yang , Peilin Liu , Robert C. Qiu

Graphical models are powerful tools to investigate complex dependency structures in high-throughput datasets. However, most existing graphical models make one of the two canonical assumptions: (i) a homogeneous graph with a common network…

Methodology · Statistics 2023-10-31 Tsung-Hung Yao , Yang Ni , Anindya Bhadra , Jian Kang , Veerabhadran Baladandayuthapani

In high-dimensional survival analysis, effective variable selection is crucial for both model interpretation and predictive performance. This paper investigates Cox regression with lasso and adaptive lasso penalties in genomic datasets…

Methodology · Statistics 2025-07-02 Pilar González-Barquero , Rosa E. Lillo , Álvaro Méndez-Civieta

In many applications, multivariate samples may harbor previously unrecognized heterogeneity at the level of conditional independence or network structure. For example, in cancer biology, disease subtypes may differ with respect to…

Machine Learning · Statistics 2013-01-11 Steven M. Hill , Sach Mukherjee

This paper is concerned with the development, analysis and numerical realization of a novel variational model for the regularization of inverse problems in imaging. The proposed model is inspired by the architecture of generative…

Optimization and Control · Mathematics 2021-11-10 Andreas Habring , Martin Holler

Since most inverse problems arising in scientific and engineering applications are ill-posed, prior information about the solution space is incorporated, typically through regularization, to establish a well-posed problem with a unique…

Signal Processing · Electrical Eng. & Systems 2024-06-18 Carter Lyons , Raghu G. Raj , Margaret Cheney

A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a…

Machine Learning · Statistics 2019-10-31 Victor Garcia Satorras , Zeynep Akata , Max Welling

Graphical Lasso (GL) is a popular method for learning the structure of an undirected graphical model, which is based on an $l_1$ regularization technique. The objective of this paper is to compare the computationally-heavy GL technique with…

Machine Learning · Statistics 2019-07-02 Salar Fattahi , Somayeh Sojoudi