# Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model

arXiv: https://arxiv.org/abs/1309.5923 · HTML: https://mlsanity.com/paper/1309.5923/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 23 Sep 2013.

## Built on by (most cited first, 5 of 5)

- [Low-Rank Covariance Completion for Graph Quilting with Applications to Functional Connectivity](https://mlsanity.com/paper/2209.08273/) (2022)
- [Efficient Network Automatic Relevance Determination](https://mlsanity.com/paper/2506.12352/) (2025)
- [Multi-task Learning for Gaussian Graphical Regressions with High Dimensional Covariates](https://mlsanity.com/paper/2205.10672/) (2022)
- [Bayesian Causal Inference in Doubly Gaussian DAG-probit Models](https://mlsanity.com/paper/2304.05976/) (2023)
- [Convex Estimation of Gaussian Graphical Regression Models with Covariates](https://mlsanity.com/paper/2410.06326/) (2024)

## Abstract (arXiv)

A tuning-free procedure is proposed to estimate the covariate-adjusted Gaussian graphical model. For each finite subgraph, this estimator is asymptotically normal and efficient. As a consequence, a confidence interval can be obtained for each edge. The procedure enjoys easy implementation and efficient computation through parallel estimation on subgraphs or edges. We further apply the asymptotic normality result to perform support recovery through edge-wise adaptive thresholding. This support recovery procedure is called ANTAC, standing for Asymptotically Normal estimation with Thresholding after Adjusting Covariates. ANTAC outperforms other methodologies in the literature in a range of simulation studies. We apply ANTAC to identify gene-gene interactions using an eQTL dataset. Our result achieves better interpretability and accuracy in comparison with CAMPE.
