Transfer Learning in Large-Scale Gaussian Graphical Models with False Discovery Rate Control
具有错误发现率控制的大规模高斯图模型迁移学习
Transfer learning for high-dimensional Gaussian graphical models (GGMs) is studied. The target GGM is estimated by incorporating the data from similar and related auxiliary studies, where the similarity between the target graph and each auxiliary graph is characterized by the sparsity of a divergence matrix. An estimation algorithm, Trans-CLIME, is proposed and shown to attain a faster convergence rate than the minimax rate in the single-task setting. Furthermore, we…