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Document type:
Zeitschriftenaufsatz 
Author(s):
Katayama, Shota; Fujisawa, Hironori; Drton, Mathias 
Title:
Robust and sparse Gaussian graphical modelling under cell-wise contamination 
Abstract:
Graphical modelling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this translates into detecting the support of the precision matrix. Many modern applications feature high‐dimensional and contaminated data that complicate this task. In particular, traditional robust methods that down‐weight entire observation vectors are often inappropriate as high‐dimensional data may feature partial con...    »
 
Keywords:
cell‐wise contamination, Gaussian graphical modelling, precision matrix, robust inference, sparsity 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Stat 
Year:
2018 
Journal volume:
Year / month:
2018-02 
Quarter:
1. Quartal 
Month:
Feb 
Journal issue:
Pages contribution:
e181 
Fulltext / DOI:
Publisher:
Wiley 
E-ISSN:
2049-1573 
Accepted:
13.02.2018 
Date of publication:
13.02.2018