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.
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van Wieringen, W.N., Peeters, C.F.W. (2015). Application of a New Ridge Estimator of the Inverse Covariance Matrix to the Reconstruction of Gene-Gene Interaction Networks. In: DI Serio, C., Liò, P., Nonis, A., Tagliaferri, R. (eds) Computational Intelligence Methods for Bioinformatics and Biostatistics. CIBB 2014. Lecture Notes in Computer Science(), vol 8623. Springer, Cham. https://doi.org/10.1007/978-3-319-24462-4_15
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DOI: https://doi.org/10.1007/978-3-319-24462-4_15
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