摘要
This paper focuses on the support recovery of the Gaussian graphical model(GGM)with false discovery rate(FDR)control.The graceful symmetrized data aggregation(SDA)technique which involves sample splitting,data screening and information pooling is exploited via a node-based way.A matrix of test statistics with symmetry property is constructed and a data-driven threshold is chosen to control the FDR for the support recovery of GGM.The proposed method is shown to control the FDR asymptotically under some mild conditions.Extensive simulation studies and a real-data example demonstrate that it yields a better FDR control while offering reasonable power in most cases.
基金
supported partially by the China National Key R&D Program under Grant Nos.2019YFC1908502,2022YFA1003703,2022YFA1003802,and 2022YFA1003803
the National Natural Science Foundation of China under Grant Nos.11925106,12231011,11931001,and 11971247。
