The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
|
Activity Number:
|
170
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Monday, August 1, 2011 : 10:30 AM to 12:20 PM
|
|
Sponsor:
|
Biometrics Section
|
| Abstract - #302972 |
|
Title:
|
Model Selection and Estimation in Matrix Normal Graphical Model
|
|
Author(s):
|
Jianxin Yin*+ and Hongzhe Li
|
|
Companies:
|
University of Pennsylvania and University of Pennsylvania
|
|
Address:
|
206 Blockley Hall, Philadelphia, PA, 19104,
|
|
Keywords:
|
Guassian graphical model ;
l1 penalty function ;
matrix normal distribution ;
oracle property ;
pairwise markov property
|
|
Abstract:
|
Motivated by analysis of gene expression data measured over different tissues, we consider matrix-valued random variable and matrix-normal distribution and present a penalized estimation method for the corresponding concentration matrices. We show that the concentration matrices have a graphical interpretation for genes and tissues. We develop an efficient algorithm based on the graphical lasso to implement the penalized estimation. Asymptotic distribution of the estimates and the oracle properties are developed. Simulations and real examples demonstrate the competitive performance of the new methods.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.