High-Dimensional Joint Estimation of Multiple Directed Gaussian Graphical Models

@article{Wang2018HighDimensionalJE,
  title={High-Dimensional Joint Estimation of Multiple Directed Gaussian Graphical Models},
  author={Yuhao Wang and Santiago Segarra and C. Uhler},
  journal={arXiv: Statistics Theory},
  year={2018}
}
  • Yuhao Wang, Santiago Segarra, C. Uhler
  • Published 2018
  • Mathematics
  • arXiv: Statistics Theory
    • We consider the problem of jointly estimating multiple related directed acyclic graph (DAG) models based on high-dimensional data from each graph. This problem is motivated by the task of learning gene regulatory networks based on gene expression data from different tissues, developmental stages or disease states. We prove that under certain regularity conditions, the proposed $\ell_0$-penalized maximum likelihood estimator converges in Frobenius norm to the adjacency matrices consistent with… CONTINUE READING
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    Methods Citations
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    Results Citations
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