I am trying to estimate the graph in very high dimensional data, I mean with million nodes. Up to now all the papers that I have found, they are limited to few thousands.

All of them like graphical lasso, non parnormal, they use the estimated covariance matrix and then use the gaussian likelihood function which they optimize to find the precision matrix, which actually encodes the graph structure

In my case, I have million nodes. So if I try to estimate the covariance matrix at the beginning, that is a dense matrix of 1 million x 1 million. I will run out of memory with that

I wanted to know if any methods have been devised that actually deal with this issue. Or this problem is unsolved?



Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.