IDEAS home Printed from https://ideas.repec.org/a/bla/jorssb/v78y2016i2p487-504.html
   My bibliography  Save this article

Joint estimation of multiple graphical models from high dimensional time series

Author

Listed:
  • Huitong Qiu
  • Fang Han
  • Han Liu
  • Brian Caffo

Abstract

No abstract is available for this item.

Suggested Citation

  • Huitong Qiu & Fang Han & Han Liu & Brian Caffo, 2016. "Joint estimation of multiple graphical models from high dimensional time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 487-504, March.
    • Handle: RePEc:bla:jorssb:v:78:y:2016:i:2:p:487-504
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/rssb.12123
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Jian Guo & Elizaveta Levina & George Michailidis & Ji Zhu, 2011. "Joint estimation of multiple graphical models," Biometrika, Biometrika Trust, vol. 98(1), pages 1-15.
    2. Suhasini Subba Rao, 2008. "Statistical analysis of a spatio‐temporal model with location‐dependent parameters and a test for spatial stationarity," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(4), pages 673-694, July.
    3. Patrick Danaher & Pei Wang & Daniela M. Witten, 2014. "The joint graphical lasso for inverse covariance estimation across multiple classes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(2), pages 373-397, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Suprateek Kundu & Benjamin B. Risk, 2021. "Scalable Bayesian matrix normal graphical models for brain functional networks," Biometrics, The International Biometric Society, vol. 77(2), pages 439-450, June.
    2. Chen, Song Xi & Guo, Bin & Qiu, Yumou, 2023. "Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding," Journal of Econometrics, Elsevier, vol. 235(2), pages 1337-1354.
    3. Shi, Chengchun & Zhou, Yunzhe & Li, Lexin, 2023. "Testing directed acyclic graph via structural, supervised and generative adversarial learning," LSE Research Online Documents on Economics 119446, London School of Economics and Political Science, LSE Library.
    4. Chen, Xin & Yang, Dan & Xu, Yan & Xia, Yin & Wang, Dong & Shen, Haipeng, 2023. "Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data," Journal of Econometrics, Elsevier, vol. 232(2), pages 544-564.
    5. Kean Ming Tan & Yang Ning & Daniela M. Witten & Han Liu, 2016. "Replicates in high dimensions, with applications to latent variable graphical models," Biometrika, Biometrika Trust, vol. 103(4), pages 761-777.
    6. Lin Zhang & Andrew DiLernia & Karina Quevedo & Jazmin Camchong & Kelvin Lim & Wei Pan, 2021. "A random covariance model for bi‐level graphical modeling with application to resting‐state fMRI data," Biometrics, The International Biometric Society, vol. 77(4), pages 1385-1396, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dong Liu & Changwei Zhao & Yong He & Lei Liu & Ying Guo & Xinsheng Zhang, 2023. "Simultaneous cluster structure learning and estimation of heterogeneous graphs for matrix‐variate fMRI data," Biometrics, The International Biometric Society, vol. 79(3), pages 2246-2259, September.
    2. Mehran Aflakparast & Mathisca de Gunst & Wessel van Wieringen, 2020. "Analysis of Twitter data with the Bayesian fused graphical lasso," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-28, July.
    3. Alessandro Casa & Andrea Cappozzo & Michael Fop, 2022. "Group-Wise Shrinkage Estimation in Penalized Model-Based Clustering," Journal of Classification, Springer;The Classification Society, vol. 39(3), pages 648-674, November.
    4. Wessel N. van Wieringen & Carel F. W. Peeters & Renee X. de Menezes & Mark A. van de Wiel, 2018. "Testing for pathway (in)activation by using Gaussian graphical models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(5), pages 1419-1436, November.
    5. Byol Kim & Song Liu & Mladen Kolar, 2021. "Two‐sample inference for high‐dimensional Markov networks," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 939-962, November.
    6. van Wieringen, Wessel N. & Stam, Koen A. & Peeters, Carel F.W. & van de Wiel, Mark A., 2020. "Updating of the Gaussian graphical model through targeted penalized estimation," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
    7. Emma Pierson & the GTEx Consortium & Daphne Koller & Alexis Battle & Sara Mostafavi, 2015. "Sharing and Specificity of Co-expression Networks across 35 Human Tissues," PLOS Computational Biology, Public Library of Science, vol. 11(5), pages 1-19, May.
    8. Zongliang Hu & Zhishui Hu & Kai Dong & Tiejun Tong & Yuedong Wang, 2021. "A shrinkage approach to joint estimation of multiple covariance matrices," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(3), pages 339-374, April.
    9. Claudia Angelini & Daniela De Canditiis & Anna Plaksienko, 2021. "Jewel : A Novel Method for Joint Estimation of Gaussian Graphical Models," Mathematics, MDPI, vol. 9(17), pages 1-24, August.
    10. Claudia Angelini & Daniela De Canditiis & Anna Plaksienko, 2022. "Jewel 2.0 : An Improved Joint Estimation Method for Multiple Gaussian Graphical Models," Mathematics, MDPI, vol. 10(21), pages 1-20, October.
    11. Zhou, Jia & Li, Yang & Zheng, Zemin & Li, Daoji, 2022. "Reproducible learning in large-scale graphical models," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    12. Yang Ni & Peter Müller & Yitan Zhu & Yuan Ji, 2018. "Heterogeneous reciprocal graphical models," Biometrics, The International Biometric Society, vol. 74(2), pages 606-615, June.
    13. Zhang, Qingzhao & Ma, Shuangge & Huang, Yuan, 2021. "Promote sign consistency in the joint estimation of precision matrices," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
    14. Lin Zhang & Andrew DiLernia & Karina Quevedo & Jazmin Camchong & Kelvin Lim & Wei Pan, 2021. "A random covariance model for bi‐level graphical modeling with application to resting‐state fMRI data," Biometrics, The International Biometric Society, vol. 77(4), pages 1385-1396, December.
    15. Christine B. Peterson & Nathan Osborne & Francesco C. Stingo & Pierrick Bourgeat & James D. Doecke & Marina Vannucci, 2020. "Bayesian modeling of multiple structural connectivity networks during the progression of Alzheimer's disease," Biometrics, The International Biometric Society, vol. 76(4), pages 1120-1132, December.
    16. Mingyang Ren & Sanguo Zhang & Qingzhao Zhang & Shuangge Ma, 2022. "Gaussian graphical model‐based heterogeneity analysis via penalized fusion," Biometrics, The International Biometric Society, vol. 78(2), pages 524-535, June.
    17. Azam Kheyri & Andriette Bekker & Mohammad Arashi, 2022. "High-Dimensional Precision Matrix Estimation through GSOS with Application in the Foreign Exchange Market," Mathematics, MDPI, vol. 10(22), pages 1-19, November.
    18. Skripnikov, A. & Michailidis, G., 2019. "Regularized joint estimation of related vector autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 164-177.
    19. Zhixiang Lin & Tao Wang & Can Yang & Hongyu Zhao, 2017. "On joint estimation of Gaussian graphical models for spatial and temporal data," Biometrics, The International Biometric Society, vol. 73(3), pages 769-779, September.
    20. Dallakyan, Aramayis & Kim, Rakheon & Pourahmadi, Mohsen, 2022. "Time series graphical lasso and sparse VAR estimation," Computational Statistics & Data Analysis, Elsevier, vol. 176(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssb:v:78:y:2016:i:2:p:487-504. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.