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We consider the problem of estimating differences in two Gaussian graphical models (GGMs) which are known to have similar structure. The GGM structure is encoded in its precision (inverse covariance) matrix. In many applications one is…

Machine Learning · Statistics 2023-12-19 Jitendra K Tugnait

We consider the problem of inferring the conditional independence graph (CIG) of high-dimensional Gaussian vectors from multi-attribute data. Most existing methods for graph estimation are based on single-attribute models where one…

Machine Learning · Statistics 2025-05-20 Jitendra K Tugnait

Sparse Gaussian graphical models characterize sparse dependence relationships between random variables in a network. To estimate multiple related Gaussian graphical models on the same set of variables, we formulate a hierarchical model,…

Methodology · Statistics 2014-06-10 Yuancheng Zhu , Rina Foygel Barber

Estimation of differences in conditional independence graphs (CIGs) of two time series Gaussian graphical models (TSGGMs) is investigated where the two TSGGMs are known to have similar structure. The TSGGM structure is encoded in the…

Machine Learning · Statistics 2025-12-09 Jitendra K Tugnait

We provide a review and a comparison of methods for differential network estimation in Gaussian graphical models with focus on structure learning. We consider the case of two datasets from distributions associated with two graphical models.…

Methodology · Statistics 2025-03-07 Anna Plaksienko , Magne Thoresen , Vera Djordjilović

Estimation of the conditional independence graph (CIG) of high-dimensional multivariate Gaussian time series from multi-attribute data is considered. Existing methods for graph estimation for such data are based on single-attribute models…

Machine Learning · Statistics 2025-12-09 Jitendra K. Tugnait

We consider the problem of estimating a time-varying sparse precision matrix, which is assumed to evolve in a piece-wise constant manner. Building upon the Group Fused LASSO and LASSO penalty functions, we estimate both the network…

Statistics Theory · Mathematics 2024-10-08 Ying Lin , Benjamin Poignard , Ting Kei Pong , Akiko Takeda

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

We consider the consistency properties of a regularised estimator for the simultaneous identification of both changepoints and graphical dependency structure in multivariate time-series. Traditionally, estimation of Gaussian Graphical…

Statistics Theory · Mathematics 2017-12-18 Alex J. Gibberd , Sandipan Roy

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

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

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

Penalized regression is an attractive framework for variable selection problems. Often, variables possess a grouping structure, and the relevant selection problem is that of selecting groups, not individual variables. The group lasso has…

Computation · Statistics 2016-07-20 Patrick Breheny , Jian Huang

Differential graphical models are designed to represent the difference between the conditional dependence structures of two groups, thus are of particular interest for scientific investigation. Motivated by modern applications, this…

Statistics Theory · Mathematics 2021-02-03 Sen Na , Mladen Kolar , Oluwasanmi Koyejo

Biological networks often change under different environmental and genetic conditions. Understanding how these networks change becomes an important problem in biological studies. In this paper, we model the network change as the difference…

Methodology · Statistics 2017-05-30 Huili Yuan , Ruibin Xi , Chong Chen , Minghua Deng

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

Gaussian graphical models (GGMs) are probabilistic tools of choice for analyzing conditional dependencies between variables in complex systems. Finding changepoints in the structural evolution of a GGM is therefore essential to detecting…

Machine Learning · Statistics 2016-05-03 Abhinav Maurya , Mark Cheung

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

We consider the problem of estimating high-dimensional Gaussian graphical models corresponding to a single set of variables under several distinct conditions. This problem is motivated by the task of recovering transcriptional regulatory…

Machine Learning · Statistics 2014-01-24 Karthik Mohan , Palma London , Maryam Fazel , Daniela Witten , Su-In Lee

This article explores the estimation of precision matrices in high-dimensional Gaussian graphical models. We address the challenge of improving the accuracy of maximum likelihood-based precision estimation through penalization.…

Methodology · Statistics 2023-12-27 A. Bekker , A. Kheyri , M. Arashi
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