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Application of a New Ridge Estimator of the Inverse Covariance Matrix to the Reconstruction of Gene-Gene Interaction Networks

  • Wessel N. van WieringenEmail author
  • Carel F. W. Peeters
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 8623)

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 matrix 

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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  • Wessel N. van Wieringen
    • 1
    • 2
    Email author
  • Carel F. W. Peeters
    • 1
  1. 1.Department of Epidemiology and BiostatisticsVU University medical centerAmsterdamThe Netherlands
  2. 2.Deptartment of MathematicsVU University AmsterdamAmsterdamThe Netherlands

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