Application of a New Ridge estimator of the inverse covariance matrix to the reconstruction of gene-gene interaction networks

Abstract

A proper ridge estimator of the inverse covariance matrix is presented. We study the properties of this estimator in relation to other ridge-type estimators. In the context of Gaussian graphical modeling, we compare the proposed estimator to the graphical lasso. This work is a brief exposé of the technical developments in [1], focussing on applications in gene-gene interaction network reconstruction.