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20092020
most citedTuning parameter selection for penalized likelihood estimation of inverse covariance matrix

9 citations · 15 across the 9 of their papers we have counts for

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6 papers · 1 filter

stat.ME2020

Penalized composite likelihood for colored graphical Gaussian models

Qiong Li, Xiaoying Sun, Nanwei Wang

This paper proposes a penalized composite likelihood method for model selection in colored graphical Gaussian models. The method provides a sparse and symmetry-constrained estimato…

stat.ME2020

Bayesian model selection approach for colored graphical Gaussian models

Qiong Li, Xin Gao, Helene Massam

We consider a class of colored graphical Gaussian models obtained by placing symmetry constraints on the precision matrix in a Bayesian framework. The prior distribution on the pre…

stat.ME2016

Approximate Bayesian estimation in large coloured graphical Gaussian models

Qiong Li, Xin Gao, Helene Massam

Distributed estimation methods have recently been used to compute the maximum likelihood estimate of the precision matrix for large graphical Gaussian models. Our aim, in this pape…

stat.ME2015★ 2 cited

Bayesian precision matrix estimation for graphical Gaussian models with edge and vertex symmetries

Helene Massam, Qiong Li, Xin Gao

Graphical Gaussian models with edge and vertex symmetries were introduced by \citet{HojLaur:2008} who also gave an algorithm to compute the maximum likelihood estimate of the preci…

stat.ME2013★ 1 cited

Nonparametric Clustering of Mixed Data Using Modified Chi-square Tests

Yawen Xu, Xin Gao, Xiaogang Wang

We propose a non-parametric method to cluster mixed data containing both continuous and discrete random variables. The product space of continuous and categorical sample spaces is…

stat.ME2009★ 9 cited

Tuning parameter selection for penalized likelihood estimation of inverse covariance matrix

Xin Gao, Daniel Q. Pu, Yuehua Wu +1

In a Gaussian graphical model, the conditional independence between two variables are characterized by the corresponding zero entries in the inverse covariance matrix. Maximum like…