Computational Network Analysis With R 2016
DOI: 10.1002/9783527694365.ch8
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1 ‐Penalized Methods in High‐Dimensional Gaussian Markov Random Fields

Abstract: In the last 20 years, we have witnessed the dramatic development of new data acquisition technologies allowing to collect massive amount of data with relatively low cost. is new feature leads Donoho to define the twenty-first century as the century of data. A major characteristic of this modern data set is that the number of measured variables is larger than the sample size; the word high-dimensional data analysis is referred to the statistical methods developed to make inference with this new kind of data. Th… Show more

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Cited by 4 publications
(3 citation statements)
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“…If λ 2 is zero (i.e., no penalty is imposed) then Θ ( k ) are independent and no information is shared between them. To select the proper hyperparameters, we used a goodness-of-fit approach where a grid search was performed to select values that minimize the Bayesian information criterion [BIC] (Schwarz 1978) specified in Eq.5 (Augugliaro et al 2016), yielding values that balance model likelihood and complexity. …”
Section: Methodsmentioning
confidence: 99%
“…If λ 2 is zero (i.e., no penalty is imposed) then Θ ( k ) are independent and no information is shared between them. To select the proper hyperparameters, we used a goodness-of-fit approach where a grid search was performed to select values that minimize the Bayesian information criterion [BIC] (Schwarz 1978) specified in Eq.5 (Augugliaro et al 2016), yielding values that balance model likelihood and complexity. …”
Section: Methodsmentioning
confidence: 99%
“…Friedman et al, 2008). The interested reader is referred to Augugliaro et al (2016) for an extensive review.…”
Section: Introductionmentioning
confidence: 99%
“…Menéndez et al, 2010;Vinciotti et al, 2016) and widely studied in the computational (e.g., Friedman et al, 2008;Witten et al, 2011;Mazumder and Hastie, 2012) as well as theoretical (e.g., Bickel and Levina, 2008;Guo et al, 2011) literature. The interested reader is referred to Augugliaro et al (2016) for an extensive review. Despite the widespread literature on the graphical lasso estimator, there is a great number of fields in applied research where modern measurement technologies make the use of this graphical model theoretically unfounded, even when the assumption of a multivariate Gaussian distribution is satisfied.…”
Section: Introductionmentioning
confidence: 99%