A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 77, Issue 4, 2015, Pages 803-825

  Khare, Kshitij ^a   Oh, Sang Yun ^b   Rajaratnam, Bala ^b  

^a UNIVERSITY OF FLORIDA   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Convergence guarantee; Gene regulatory network; Generalized pseudolikelihood; Graphical model selection; Partial correlation graph; Soft thresholding; Sparse inverse covariance estimation

Indexed keywords

EID: 84937682513     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12088     Document Type: Article

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