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While covariance matrices have been widely studied in many scientific fields, relatively limited progress has been made on estimating conditional covariances that permits a large covariance matrix to vary with high-dimensional subject-level…

Methodology · Statistics 2025-05-28 Rakheon Kim , Jingfei Zhang

Gaussian graphical models (GGMs) are widely used to recover the conditional independence structure among random variables. Recent work has sought to incorporate auxiliary covariates to improve estimation, particularly in applications such…

Methodology · Statistics 2026-03-31 Ruobin Liu , Guo Yu

Gaussian graphical regression is a powerful means that regresses the precision matrix of a Gaussian graphical model on covariates, permitting the numbers of the response variables and covariates to far exceed the sample size. Model fitting…

Methodology · Statistics 2022-05-24 Jingfei Zhang , Yi Li

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

Gaussian graphical regressions have emerged as a powerful approach for regressing the precision matrix of a Gaussian graphical model on covariates, which, unlike traditional Gaussian graphical models, can help determine how graphs are…

Methodology · Statistics 2025-01-17 Xuran Meng , Jingfei Zhang , Yi Li

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse…

Methodology · Statistics 2018-02-09 Sacha Epskamp , Lourens J. Waldorp , René Mõttus , Denny Borsboom

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Applications · Statistics 2018-08-07 Donald R. Williams , Juho Piironen , Aki Vehtari , Philippe Rast

Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally.…

Machine Learning · Statistics 2014-06-12 Zhaoshi Meng , Brian Eriksson , Alfred O. Hero

Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for…

Methodology · Statistics 2020-01-09 Nilabja Guha , Veera Baladandayuthapani , Bani K. Mallick

We consider a graphical model where a multivariate normal vector is associated with each node of the underlying graph and estimate the graphical structure. We minimize a loss function obtained by regressing the vector at each node on those…

Machine Learning · Statistics 2017-09-19 Xingqi Du , Subhashis Ghosal

In a traditional Gaussian graphical model, data homogeneity is routinely assumed with no extra variables affecting the conditional independence. In modern genomic datasets, there is an abundance of auxiliary information, which often gets…

Methodology · Statistics 2023-08-16 Yabo Niu , Yang Ni , Debdeep Pati , Bani K. Mallick

In multivariate statistics, the question of finding direct interactions can be formulated as a problem of network inference - or network reconstruction - for which the Gaussian graphical model (GGM) provides a canonical framework.…

Methodology · Statistics 2018-06-11 Julien Chiquet , Mahendra Mariadassou , Stéphane Robin

Several statistical models used in genome-wide prediction assume independence of marker allele substitution effects, but it is known that these effects might be correlated. In statistics, graphical models have been identified as a useful…

Quantitative Methods · Quantitative Biology 2017-04-13 Carlos Alberto Martínez , Kshitij Khare , Syed Rahman , Mauricio A. Elzo

Gaussian graphical models are often used to infer gene networks based on microarray expression data. Many scientists, however, have begun using high-throughput sequencing technologies to measure gene expression. As the resulting…

Applications · Statistics 2012-05-30 Genevera I. Allen , Zhandong Liu

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

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

The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…

Methodology · Statistics 2023-07-03 Yueqi Qian , Xianghong Hu , Can Yang
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