High‐dimensional precision matrix estimation with a known graphical structure

What is it about?

The paper provides an exact estimator of the precision matrix under high-dimension settings when its graphical structure is given. The estimator comes with a simple form and can be used easily in practice. Theoretical results on the estimator were also provided.

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Why is it important?

As an explicit form of a high-dimension precision matrix estimator is the first time provided, the results will pave the way for the theoretical development of relevant statistics using precision matrix under high-dimensional settings for data types that have known graphical structures ​such as KEGG, Reactome, and BioCarta databases.