This book provides a general framework for learning sparse graphical models with conditional independence tests. It includes complete treatments for Gaussian, Poisson, multinomial, and mixed data; unified treatments for covariate adjustments, data integration, and network comparison; unified treatments for missing data and heterogeneous data; efficient methods for joint estimation of multiple graphical models; effective methods of high-dimensional variable selection; and effective methods of high-dimensional inference. The methods possess an embarrassingly parallel structure in performing conditional independence tests, and the computation can be significantly accelerated by running in parallel on a multi-core computer or a parallel architecture. This book is intended to serve researchers and scientists interested in high-dimensional statistics, and graduate students in broad data science disciplines.

Key Features:

• A general framework for learning sparse graphical models with conditional independence tests
• Complete treatments for different types of data, Gaussian, Poisson, multinomial, and mixed data
• Unified treatments for data integration, network comparison, and covariate adjustment
• Unified treatments for missing data and heterogeneous data
• Efficient methods for joint estimation of multiple graphical models
• Effective methods of high-dimensional variable selection
• Effective methods of high-dimensional inference