Model selection and estimation in the matrix normal graphical model

DOI10.1016/j.jmva.2012.01.005zbMath1236.62058OpenAlexW2086400086WikidataQ41476353 ScholiaQ41476353MaRDI QIDQ413758

Hongzhe Li, Jianxing Yin

Publication date: 7 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.005

zbMATH Keywords

gene networkssparsityhigh dimensional dataGaussian graphical model\(l_{1}\) penalized likelihoodmatrix normal distribution

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Biochemistry, molecular biology (92C40) Genetics and epigenetics (92D10) Graph theory (05C99)

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Uses Software

• CHOMPACK
• glasso
• colcor

Cites Work

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