Web: http://arxiv.org/abs/2202.05775

June 23, 2022, 1:12 a.m. | Do Edmond Sanou, Christophe Ambroise, Geneviève Robin

stat.ML updates on arXiv.org arxiv.org

Gaussian Graphical Models (GGMs) are widely used for exploratory data
analysis in various fields such as genomics, ecology, psychometry. In a
high-dimensional setting, when the number of variables exceeds the number of
observations by several orders of magnitude, the estimation of GGM is a
difficult and unstable optimization problem. Clustering of variables or
variable selection is often performed prior to GGM estimation. We propose a new
method allowing to simultaneously infer a hierarchical clustering structure and
the graphs describing the …

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