Skip to main content
  • SPS
    Members: Free
    IEEE Members: $11.00
    Non-members: $15.00
06 Jun 2023

We consider the problem of estimating differences in two Gaussian graphical models (GGMs) which are known to have similar structure. The GGM structure is encoded in its precision (inverse covariance) matrix. In many applications one is interested in estimating the difference in two precision matrices to characterize underlying changes in conditional dependencies of two sets of data. Existing methods for differential graph estimation are based on single-attribute models where one associates a scalar random variable with each node. In multi-attribute graphical models, each node represents a random vector. In this paper, we analyze a group lasso penalized D-trace loss function approach for differential graph learning from multi-attribute data. An alternating direction method of multipliers (ADMM) algorithm is presented to optimize the objective function. Theoretical analysis establishing consistency in support recovery and estimation in high-dimensional settings is provided. We illustrate our approach using a numerical example where the multi-attribute approach is shown to outperform a single-attribute approach.

More Like This

  • SPS
    Members: Free
    IEEE Members: $11.00
    Non-members: $15.00
  • SPS
    Members: Free
    IEEE Members: $11.00
    Non-members: $15.00
  • SPS
    Members: Free
    IEEE Members: $11.00
    Non-members: $15.00