iPACOSE: an iterative algorithm for the estimation of gene regulation networks

Guillemot, Vincent; Bender, Andreas; Boulesteix, Anne-Laure (Dezember 2012): iPACOSE: an iterative algorithm for the estimation of gene regulation networks. Department of Statistics: Technical Reports, Nr. 133

Abstract

In the context of Gaussian Graphical Models (GGMs) with high- dimensional small sample data, we present a simple procedure to esti- mate partial correlations under the constraint that some of them are strictly zero. This method can also be extended to covariance selection. If the goal is to estimate a GGM, our new procedure can be applied to re-estimate the partial correlations after a first graph has been esti- mated in the hope to improve the estimation of non-zero coefficients. In a simulation study, we compare our new covariance selection procedure to existing methods and show that the re-estimated partial correlation coefficients may be closer to the real values in important cases.

• Dokumententyp: Paper (Technical Report)
• Publikationsform: Preprint
• Keywords: Gaussian Graphical Models, high dimensional data, partial correlation estimation, covariance selection.
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Technische Reports
• Themengebiete: 500 Naturwissenschaften und Mathematik > 500 Naturwissenschaften
• Sprache: Englisch
• ID: 14280
• Veröffentlicht am: 04. Dez. 2012 18:22