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LEARNING GAUSSIAN GRAPHICAL MODELS USING DISCRIMINATED HUB GRAPHICAL LASSO

Abstract: 

We develop a new method called Discriminated Hub Graphical Lasso (DHGL) based on Hub Graphical Lasso (HGL) by providing the prior information of hubs. We apply this new method in two situations: with known hubs and without known hubs. Then we compare DHGL with HGL using several measures of performance. When some hubs are known, we can always estimate the precision matrix better via DHGL than HGL. When no hubs are known, we use Graphical Lasso (GL) to provide information of hubs and find that the performance of DHGL will always be better than HGL if correct prior information is given, and will rarely degenerate when the prior information is incorrect.

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Paper Details

Authors:
Zhen Li, Jingtian Bai, Weilian Zhou
Submitted On:
15 April 2018 - 7:37pm
Short Link:
Type:
Poster
Event:
Presenter's Name:
Zhen Li, Jingtian Bai
Paper Code:
MLSP-P2.5
Document Year:
2018
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Li.pdf

(205)

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[1] Zhen Li, Jingtian Bai, Weilian Zhou, "LEARNING GAUSSIAN GRAPHICAL MODELS USING DISCRIMINATED HUB GRAPHICAL LASSO", IEEE SigPort, 2018. [Online]. Available: http://sigport.org/2881. Accessed: Sep. 18, 2020.
@article{2881-18,
url = {http://sigport.org/2881},
author = {Zhen Li; Jingtian Bai; Weilian Zhou },
publisher = {IEEE SigPort},
title = {LEARNING GAUSSIAN GRAPHICAL MODELS USING DISCRIMINATED HUB GRAPHICAL LASSO},
year = {2018} }
TY - EJOUR
T1 - LEARNING GAUSSIAN GRAPHICAL MODELS USING DISCRIMINATED HUB GRAPHICAL LASSO
AU - Zhen Li; Jingtian Bai; Weilian Zhou
PY - 2018
PB - IEEE SigPort
UR - http://sigport.org/2881
ER -
Zhen Li, Jingtian Bai, Weilian Zhou. (2018). LEARNING GAUSSIAN GRAPHICAL MODELS USING DISCRIMINATED HUB GRAPHICAL LASSO. IEEE SigPort. http://sigport.org/2881
Zhen Li, Jingtian Bai, Weilian Zhou, 2018. LEARNING GAUSSIAN GRAPHICAL MODELS USING DISCRIMINATED HUB GRAPHICAL LASSO. Available at: http://sigport.org/2881.
Zhen Li, Jingtian Bai, Weilian Zhou. (2018). "LEARNING GAUSSIAN GRAPHICAL MODELS USING DISCRIMINATED HUB GRAPHICAL LASSO." Web.
1. Zhen Li, Jingtian Bai, Weilian Zhou. LEARNING GAUSSIAN GRAPHICAL MODELS USING DISCRIMINATED HUB GRAPHICAL LASSO [Internet]. IEEE SigPort; 2018. Available from : http://sigport.org/2881