Application of a New Ridge Estimator of the Inverse Covariance Matrix to the Reconstruction of Gene-Gene Interaction Networks
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Abstract
A proper ridge estimator of the inverse covariance matrix is presented. We study the properties of this estimator in relation to other ridge-type estimators. In the context of Gaussian graphical modeling, we compare the proposed estimator to the graphical lasso. This work is a brief exposé of the technical developments in [1], focussing on applications in gene-gene interaction network reconstruction.
Keywords
Gaussian graphical model Gene-gene interaction networks Multivariate normal Penalized estimation Precision matrixPreview
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References
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