Statistical Applications in Genetics and Molecular Biology
Editor-in-Chief: Stumpf, Michael P.H.
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Graph Selection with GGMselect
Applications on inference of biological networks have raised a strong interest in the problem of graph estimation in high-dimensional Gaussian graphical models. To handle this problem, we propose a two-stage procedure which first builds a family of candidate graphs from the data, and then selects one graph among this family according to a dedicated criterion. This estimation procedure is shown to be consistent in a high-dimensional setting, and its risk is controlled by a non-asymptotic oracle-like inequality. The procedure is tested on a real data set concerning gene expression data, and its performances are assessed on the basis of a large numerical study.The procedure is implemented in the R-package GGMselect available on the CRAN.
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