Regularized Learning of High-dimensional Sparse Graphical Models

TLDR: In this paper, the authors proposed a rank-based estimator for the non-concave penalized composite likelihood (NP-dimensionality) and showed that the proposed estimator can be efficiently estimated by using a unified regularized rank estimation scheme which does not require estimating those unknown transformation functions in the nonparanormal graphical model.

Abstract: High-dimensional graphical models are important tools for characterizing complex interactions within a large-scale system In this thesis, our emphasis is to utilize the increasingly popular regularization technique to learn sparse graphical models, and our focus is on two types of graphs: Ising model for binary data and nonparanormal graphical model for continuous data In the first part, we propose an efficient procedure for learning a sparse Ising model based on a non-concave penalized composite likelihood, which extends the methodology and theory of non-concave penalized likelihood An efficient solution path algorithm is devised by using a novel coordinate-minorization-ascent algorithm Asymptotic oracle properties of our proposed estimator are established with NP-dimensionality We demonstrate its finite sample performance via simulation studies and real applications to study the Human Immunodeficiency Virus type 1 protease structure In the second part, we study the nonparanormal graphical model that is much more robust than the Gaussian graphical model while retains the good interpretability of the latter In this thesis we show that the nonparanormal graphical model can be efficiently estimated by using a unified regularized rank estimation scheme which does not require estimating those unknown transformation functions in the nonparanormal graphical model In particular, we study the rank-based Graphical LASSO, the rank-based Dantzig selector and the rank-based CLIME We establish their theoretical properties in the setting where the dimension is nearly exponentially large relative to the sample size It is shown that the proposed rank-based estimators work as well as their oracle counterparts in both simulated and real data