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The estimation of a precision matrix is a crucial problem in various research fields, particularly when working with high dimensional data. In such settings, the most common approach is to use the penalized maximum likelihood. The…

Methodology · Statistics 2025-01-10 Vahe Avagyan

Directed acyclic graphs (DAGs) are commonly used to represent causal relationships among random variables in graphical models. Applications of these models arise in the study of physical, as well as biological systems, where directed edges…

Machine Learning · Statistics 2009-12-01 Ali Shojaie , George Michailidis

We develop a method for estimating well-conditioned and sparse covariance and inverse covariance matrices from a sample of vectors drawn from a sub-gaussian distribution in high dimensional setting. The proposed estimators are obtained by…

Statistics Theory · Mathematics 2016-11-21 Ashwini Maurya

Graphical Gaussian models are popular tools for the estimation of (undirected) gene association networks from microarray data. A key issue when the number of variables greatly exceeds the number of samples is the estimation of the matrix of…

Methodology · Statistics 2010-08-13 Nicole Kraemer , Juliane Schaefer , Anne-Laure Boulesteix

Genetical genomics experiments have now been routinely conducted to measure both the genetic markers and gene expression data on the same subjects. The gene expression levels are often treated as quantitative traits and are subject to…

Applications · Statistics 2012-03-01 Jianxin Yin , Hongzhe Li

In this work we suggest a statistical mechanics approach to the classification of high-dimensional data according to a binary label. We propose an algorithm whose aim is twofold: First it learns a classifier from a relatively small number…

Statistical Mechanics · Physics 2009-07-22 Andrea Pagnani , Francesca Tria , Martin Weigt

Simultaneous analysis of gene expression data and genetic variants is highly of interest, especially when the number of gene expressions and genetic variants are both greater than the sample size. Association of both causal genes and…

Methodology · Statistics 2021-10-07 Morteza Amini

For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…

Methodology · Statistics 2015-01-19 Yuan Huang , Qingzhao Zhang , Sanguo Zhang , Jian Huang , Shuangge Ma

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the…

Applications · Statistics 2025-02-03 Andreas Alfons , Christophe Croux , Sarah Gelper

Biological systems are driven by intricate interactions among the complex array of molecules that comprise the cell. Many methods have been developed to reconstruct network models of those interactions. These methods often draw on large…

Molecular Networks · Quantitative Biology 2018-06-29 Marieke Lydia Kuijjer , Matthew Tung , GuoCheng Yuan , John Quackenbush , Kimberly Glass

Regularization is often used in high-dimensional regression settings to generate a sparse model, which can save tremendous computing resources and identify predictors that are most strongly associated with the response. When the predictors…

Machine Learning · Statistics 2026-05-07 Jia Wei He , R. Ayesha Ali , Gerarda Darlington

We consider estimation of undirected Gaussian graphical models and inverse covariances in high-dimensional scenarios by penalizing the corresponding precision matrix. While single $L_1$ (Graphical Lasso) and $L_2$ (Graphical Ridge)…

Methodology · Statistics 2021-01-07 Solt Kovács , Tobias Ruckstuhl , Helena Obrist , Peter Bühlmann

While linear mixed model (LMM) has shown a competitive performance in correcting spurious associations raised by population stratification, family structures, and cryptic relatedness, more challenges are still to be addressed regarding the…

Machine Learning · Computer Science 2023-02-15 Wenting Ye , Xiang Liu , Tianwei Yue , Wenping Wang

Modern high-dimensional point process data, especially those from neuroscience experiments, often involve observations from multiple conditions and/or experiments. Networks of interactions corresponding to these conditions are expected to…

Methodology · Statistics 2021-09-27 Xu Wang , Ali Shojaie

We present a unified framework for estimation and analysis of generalized additive models in high dimensions. The framework defines a large class of penalized regression estimators, encompassing many existing methods. An efficient…

Methodology · Statistics 2019-03-13 Asad Haris , Noah Simon , Ali Shojaie

We propose a novel statistical model for sparse networks with overlapping community structure. The model is based on representing the graph as an exchangeable point process, and naturally generalizes existing probabilistic models with…

Methodology · Statistics 2025-02-06 Adrien Todeschini , Xenia Miscouridou , François Caron

For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…

Methodology · Statistics 2022-09-29 Xin Xin , Boyi Xie , Yunhai Xiao

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

In many applications concerning statistical graphical models the data originate from several subpopulations that share similarities but have also significant differences. This raises the question of how to estimate several graphical models…

Methodology · Statistics 2022-06-17 Ilias Moysidis , Bing Li

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang