ArticleElectronic journal of statistics2016
Joint Estimation of Precision Matrices in Heterogeneous Populations.
Article in Electronic journal of statistics, 2016. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 23 papers.
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Who cites it
23 citing papers in PubMed, 56 citations in OpenAlex.
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Authors and funding
2 authors at 2 institutions in 1 country.
Funding
Abstract
We introduce a general framework for estimation of inverse covariance, or precision, matrices from heterogeneous populations. The proposed framework uses a Laplacian shrinkage penalty to encourage similarity among estimates from disparate, but related, subpopulations, while allowing for differences among matrices. We propose an efficient alternating direction method of multipliers (ADMM) algorithm for parameter estimation, as well as its extension for faster computation in high dimensions by thresholding the empirical covariance matrix to identify the joint block diagonal structure in the estimated precision matrices. We establish both variable selection and norm consistency of the proposed estimator for distributions with exponential or polynomial tails. Further, to extend the applicability of the method to the settings with unknown populations structure, we propose a Laplacian penalty based on hierarchical clustering, and discuss conditions under which this data-driven choice results in consistent estimation of precision matrices in heterogenous populations. Extensive numerical studies and applications to gene expression data from subtypes of cancer with distinct clinical outcomes indicate the potential advantages of the proposed method over existing approaches.
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Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.