On Joint Estimation of Gaussian Graphical Models for Spatial and Temporal Data
Lin Z, Wang T, Yang C, Zhao H. On Joint Estimation of Gaussian Graphical Models for Spatial and Temporal Data. Biometrics 2017, 73: 769-779. PMID: 28099997, PMCID: PMC5515703, DOI: 10.1111/biom.12650.Peer-Reviewed Original ResearchConceptsGaussian graphical modelsTemporal dataGraphical modelsComplex data structuresJoint estimationMarkov random field modelRandom field modelParallel computingSelection consistencyData structureStatistical inferenceNeighborhood selection methodTemporal dependenciesEfficient algorithmIndividual networksMultiple groupsSpatial dataModel convergesNetwork estimationField modelSelection methodNetworkPosterior probabilitySimulation studyImproved estimationGraphical model selection with latent variables
Wu C, Zhao H, Fang H, Deng M. Graphical model selection with latent variables. Electronic Journal Of Statistics 2017, 11: 3485-3521. DOI: 10.1214/17-ejs1331.Peer-Reviewed Original ResearchGraphical model selectionModel selection consistencyEfficient ADMM algorithmSparse precision matrixGraphical modelsGaussian graphical modelsGenetical genomics dataSelection consistencyPenalized estimationStatistical inferencePrecision matrixLatent variablesParameter estimationTheoretical propertiesIdentifiability conditionsADMM algorithmModel selectionSimulation studyConditional dependenceEstimationTrace lossSuperior performanceEstimatorGraphVariables