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Università della Svizzera italiana

Block-enhanced precision matrix estimation for large-scale datasets

Eftekhari, Aryan ; Pasadakis, Dimosthenis ; Bollhöfer, Matthias ; Scheidegger, Simon ; Schenk, Olaf

In: Journal of computational science, 2021, vol. 53, p. 13

The ℓ1-regularized Gaussian maximum likelihood method is a common approach for sparse precision matrix estimation, but one that poses a computational challenge for high-dimensional datasets. We present a novel ℓ1- regularized maximum likelihood method for performant large-scale sparse precision matrix estimation utilizing the block structures in the underlying computations. We identify the...

Consortium of Swiss Academic Libraries

Approximate maximum likelihood estimation for population genetic inference

Bertl, Johanna ; Ewing, Gregory ; Kosiol, Carolin ; Futschik, Andreas

In: Statistical Applications in Genetics and Molecular Biology, 2017, vol. 16, no. 5-6, p. 291-312