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Related papers: L1-Penalized Censored Gaussian Graphical Model

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Deep networks are increasingly applied to a wide variety of data, including data with high-dimensional predictors. In such analysis, variable selection can be needed along with estimation/model building. Many of the existing deep network…

Machine Learning · Statistics 2024-02-27 Tong Wang , Jian Huang , Shuangge Ma

When modelling censored observations, a typical approach in current regression methods is to use a censored-Gaussian (i.e. Tobit) model to describe the conditional output distribution. In this paper, as in the case of missing data, we argue…

Machine Learning · Statistics 2022-05-05 Daniele Gammelli , Kasper Pryds Rolsted , Dario Pacino , Filipe Rodrigues

In this paper, we consider the problem of estimating multiple graphical models simultaneously using the fused lasso penalty, which encourages adjacent graphs to share similar structures. A motivating example is the analysis of brain…

Machine Learning · Computer Science 2014-01-03 Sen Yang , Zhaosong Lu , Xiaotong Shen , Peter Wonka , Jieping Ye

Bayesian methodologies prioritising accurate associations above sparsity in Gaussian graphical model (GGM) estimation remain relatively scarce in scientific literature. It is well accepted that the $\ell_2$ penalty enjoys a smaller…

Methodology · Statistics 2022-10-31 J. Smith , M. Arashi , A. Bekker

In this paper, we suggest using a skew Gaussian-log Gaussian model for the analysis of spatial censored data from a Bayesian point of view. This approach furnishes an extension of the skew log Gaussian model to accommodate to both skewness…

Applications · Statistics 2018-11-28 Vahid Tadayon

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

Accurate gene regulatory networks can be used to explain the emergence of different phenotypes, disease mechanisms, and other biological functions. Many methods have been proposed to infer networks from gene expression data but have been…

Quantitative Methods · Quantitative Biology 2018-12-11 Phan Nguyen , Rosemary Braun

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

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

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

Graphical LASSO (GLASSO) is a widely used method for estimating sparse precision matrices and learning undirected graphical models in high-dimensional settings. Because GLASSO penalizes entries of the precision matrix directly, however, it…

Statistics Theory · Mathematics 2026-05-11 Małgorzata Bogdan , Adam Chojecki , Ivan Hejný , Bartosz Kołodziejek , Jonas Wallin

We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an $L_1$-regularized maximal…

Machine Learning · Computer Science 2019-06-11 Sinong Geng , Minhao Yan , Mladen Kolar , Oluwasanmi Koyejo

Methodological development for the inference of gene regulatory networks from transcriptomic data is an active and important research area. Several approaches have been proposed to infer relationships among genes from observational…

Applications · Statistics 2013-06-28 Grégory Nuel , Andrea Rau , Florence Jaffrézic

The partial correlation graphical LASSO (PCGLASSO) is a penalised likelihood method for Gaussian graphical models which provides scale invariant sparse estimation of the precision matrix and improves upon the popular graphical LASSO method.…

Methodology · Statistics 2025-10-30 Jack Storror Carter , Cesare Molinari

This paper addresses the problem of scalable optimization for L1-regularized conditional Gaussian graphical models. Conditional Gaussian graphical models generalize the well-known Gaussian graphical models to conditional distributions to…

Machine Learning · Statistics 2015-12-29 Calvin McCarter , Seyoung Kim

Various $\ell_1$-penalised estimation methods such as graphical lasso and CLIME are widely used for sparse precision matrix estimation. Many of these methods have been shown to be consistent under various quantitative assumptions about the…

Machine Learning · Computer Science 2016-03-09 Otte Heinävaara , Janne Leppä-aho , Jukka Corander , Antti Honkela

The graphical lasso \citep{FHT2007a} is an algorithm for learning the structure in an undirected Gaussian graphical model, using $\ell_1$ regularization to control the number of zeros in the precision matrix ${\B\Theta}={\B\Sigma}^{-1}$…

Machine Learning · Statistics 2012-08-09 Rahul Mazumder , Trevor Hastie

We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estimation of the Laplacian constrained precision matrix. Like in…

Machine Learning · Computer Science 2023-09-06 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

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

Detecting the interactions of genetic compounds like genes, SNPs, proteins, metabolites, etc. can potentially unravel the mechanisms behind complex traits and common genetic disorders. Several methods have been taken into consideration for…

Computational Engineering, Finance, and Science · Computer Science 2015-05-26 Francesco Gadaleta