The Annals of Applied Statistics

Sparse median graphs estimation in a high-dimensional semiparametric model

Fang Han, Xiaoyan Han, Han Liu, and Brian Caffo

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Abstract

We propose a unified framework for conducting inference on complex aggregated data in high-dimensional settings. We assume the data are a collection of multiple non-Gaussian realizations with underlying undirected graphical structures. Using the concept of median graphs in summarizing the commonality across these graphical structures, we provide a novel semiparametric approach to modeling such complex aggregated data, along with robust estimation of the median graph, which is assumed to be sparse. We prove the estimator is consistent in graph recovery and give an upper bound on the rate of convergence. We further provide thorough numerical analysis on both synthetic and real datasets to illustrate the empirical usefulness of the proposed models and methods.

Article information

Source
Ann. Appl. Stat., Volume 10, Number 3 (2016), 1397-1426.

Dates
Received: July 2015
Revised: April 2016
First available in Project Euclid: 28 September 2016

Permanent link to this document
https://projecteuclid.org/euclid.aoas/1475069612

Digital Object Identifier
doi:10.1214/16-AOAS940

Mathematical Reviews number (MathSciNet)
MR3553229

Zentralblatt MATH identifier
06775271

Keywords
Graphical model median graph complex aggregated data semiparametric model high-dimensional statistics

Citation

Han, Fang; Han, Xiaoyan; Liu, Han; Caffo, Brian. Sparse median graphs estimation in a high-dimensional semiparametric model. Ann. Appl. Stat. 10 (2016), no. 3, 1397--1426. doi:10.1214/16-AOAS940. https://projecteuclid.org/euclid.aoas/1475069612


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