Learning Gaussian Graphical Models Using Discriminated Hub Graphical Lasso

Zhen Li; Jingtian Bai; Weilian Zhou

ICASSP 2018accepted0 citations

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.

BibTeX

@inproceedings{icassp2018_learninggaussian,
  title = {Learning Gaussian Graphical Models Using Discriminated Hub Graphical Lasso},
  author = {Zhen Li and Jingtian Bai and Weilian Zhou},
  booktitle = {ICASSP 2018},
  year = {2018}
}