相关论文: Learning Gaussian Graphical Models with Ordered We…
The ordered weighted $\ell_1$ norm (OWL) was recently proposed, with two different motivations: its good statistical properties as a sparsity promoting regularizer; the fact that it generalizes the so-called {\it octagonal shrinkage and…
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…
Gaussian graphical models represent the underlying graph structure of conditional dependence between random variables which can be determined using their partial correlation or precision matrix. In a high-dimensional setting, the precision…
Personalized medicine aims to tailor treatments to individual patients, especially when people respond heterogeneously to therapies. A key objective is to learn individualized treatment rules that recommend optimal treatments from patient…
In recent literature, the Gaussian Graphical model (GGM; Lauritzen, 1996),a network of partial correlation coefficients, has been used to capture potential dynamic relationships between observed variables. The GGM can be estimated using…
Gaussian graphical models are recently used in economics to obtain networks of dependence among agents. A widely-used estimator is the Graphical Lasso (GLASSO), which amounts to a maximum likelihood estimation regularized using the…
Ordered Weighted $L_{1}$ (OWL) regularized regression is a new regression analysis for high-dimensional sparse learning. Proximal gradient methods are used as standard approaches to solve OWL regression. However, it is still a burning issue…
One of the primary goals of statistical precision medicine is to learn optimal individualized treatment rules (ITRs). The classification-based, or machine learning-based, approach to estimating optimal ITRs was first introduced in…
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…
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…
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…
Though Gaussian graphical models have been widely used in many scientific fields, relatively limited progress has been made to link graph structures to external covariates. We propose a Gaussian graphical regression model, which regresses…
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…
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…
We consider the problem of learning high-dimensional Gaussian graphical models. The graphical lasso is one of the most popular methods for estimating Gaussian graphical models. However, it does not achieve the oracle rate of convergence. In…
This paper studies ordered weighted L1 (OWL) norm regularization for sparse estimation problems with strongly correlated variables. We prove sufficient conditions for clustering based on the correlation/colinearity of variables using the…
The main contribution of the paper is a new approach to subspace clustering that is significantly more computationally efficient and scalable than existing state-of-the-art methods. The central idea is to modify the regression technique in…
The ordered weighted $\ell_1$ (OWL) norm is a newly developed generalization of the Octogonal Shrinkage and Clustering Algorithm for Regression (OSCAR) norm. This norm has desirable statistical properties and can be used to perform…
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…
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 ${\B\Theta}={\B\Sigma}^{-1}$…