A focused information criterion for graphical models

DOI10.1007/s11222-014-9504-yzbMath1331.62057OpenAlexW2037393458MaRDI QIDQ5963813

Eugen Pircalabelu, Lourens J. Waldorp, Gerda Claeskens

Publication date: 23 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/460306

zbMATH Keywords

model selectiondirected acyclic graphancestral graphfocused information criterionGaussian Bayesian networkGaussian Markov network

Mathematics Subject Classification ID

Related Items (5)

Model averaging based on rank ⋮ Focused information criterion and model averaging in censored quantile regression ⋮ The focussed information criterion for generalised linear regression models for time series ⋮ A High‐dimensional Focused Information Criterion ⋮ A focused information criterion for graphical models in fMRI connectivity with high-dimensional data

Uses Software

• pcalg
• glasso
• bnlearn
• huge
• TETRAD
• gRapHD
• MIM

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