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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…

Machine Learning · Statistics 2013-10-08 Anani Lotsi , Ernst Wit

Graphical lasso is one of the most used estimators for inferring genetic networks. Despite its diffusion, there are several fields in applied research where the limits of detection of modern measurement technologies make the use of this…

Methodology · Statistics 2019-11-18 Luigi Augugliaro , Antonino Abbruzzo , Veronica Vinciotti

This paper proposes a penalized composite likelihood method for model selection in colored graphical Gaussian models. The method provides a sparse and symmetry-constrained estimator of the precision matrix, and thus conducts model selection…

Methodology · Statistics 2020-04-06 Qiong Li , Xiaoying Sun , Nanwei Wang

Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent…

Methodology · Statistics 2011-08-10 Michael Finegold , Mathias Drton

Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, the space of possible graphs becomes…

Machine Learning · Statistics 2019-02-07 Zehang Richard Li , Tyler H. McCormick

Reconstructing gene regulatory networks from large-scale heterogeneous data is a key challenge in biology. In multi-omics data analysis, networks based on pairwise statistical association measures remain popular, as they are easy to build…

Methodology · Statistics 2025-06-11 Ekaterina Tomilina , Florence Jaffrézic , Gildas Mazo

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

We consider a method to jointly estimate sparse precision matrices and their underlying graph structures using dependent high-dimensional datasets. We present a penalized maximum likelihood estimator which encourages both sparsity and…

Applications · Statistics 2016-08-22 Adria Caballe , Natalia Bochkina , Claus Mayer

Graphical models are frequently used to explore networks, such as genetic networks, among a set of variables. This is usually carried out via exploring the sparsity of the precision matrix of the variables under consideration. Penalized…

Applications · Statistics 2009-08-17 Jianqing Fan , Yang Feng , Yichao Wu

The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…

Statistics Theory · Mathematics 2023-07-24 Ning Wang , Xin Zhang , Qing Mai

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

Our concern is selecting the concentration matrix's nonzero coefficients for a sparse Gaussian graphical model in a high-dimensional setting. This corresponds to estimating the graph of conditional dependencies between the variables. We…

Methodology · Statistics 2010-04-05 Christophe Ambroise , Julien Chiquet , Catherine Matias

In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…

Systems and Control · Computer Science 2015-08-06 Rodrigo Carvajal , Juan C. Agüero , Boris I. Godoy , Dimitrios Katselis

The paper introduces a penalized matrix estimation procedure aiming at solutions which are sparse and low-rank at the same time. Such structures arise in the context of social networks or protein interactions where underlying graphs have…

Data Structures and Algorithms · Computer Science 2012-07-03 Emile Richard , Pierre-Andre Savalle , Nicolas Vayatis

Mixtures-of-Experts models and their maximum likelihood estimation (MLE) via the EM algorithm have been thoroughly studied in the statistics and machine learning literature. They are subject of a growing investigation in the context of…

Machine Learning · Statistics 2019-09-13 Faïcel Chamroukhi , Florian Lecocq , Hien D. Nguyen

In the context of undirected Gaussian graphical models, we introduce three estimators based on elastic net penalty for the underlying dependence graph. Our goal is to estimate the sparse precision matrix, from which to retrieve both the…

Methodology · Statistics 2021-02-02 Davide Bernardini , Sandra Paterlini , Emanuele Taufer

We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding…

Methodology · Statistics 2014-12-02 Peter Bühlmann , Jonas Peters , Jan Ernest

Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy , Luca Scrucca

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using $\ell_1$-penalization methods. We propose and study the following method. We combine a multiple…

Machine Learning · Statistics 2012-01-11 Shuheng Zhou , Philipp Rutimann , Min Xu , Peter Buhlmann

Gaussian graphical modeling has been widely used to explore various network structures, such as gene regulatory networks and social networks. We often use a penalized maximum likelihood approach with the $L_1$ penalty for learning a…

Methodology · Statistics 2017-06-13 Kei Hirose , Hironori Fujisawa , Jun Sese
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