Local conditional and marginal approach to parameter estimation in discrete graphical models
From MaRDI portal
Publication:1686239
DOI10.1016/j.jmva.2017.10.003zbMath1499.62196OpenAlexW2765635096MaRDI QIDQ1686239
Publication date: 21 December 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2017.10.003
distributed estimationdiscrete graphical models``large \(p\), large \(N\) asymptoticslocal conditionallocal marginalmaximum composite likelihood estimate
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Probabilistic graphical models (62H22)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bayes factors and the geometry of discrete hierarchical loglinear models
- Maximum likelihood estimation in log-linear models
- Additive and multiplicative models and interactions
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- An introduction to variational methods for graphical models
- Marginalization and collapsibility in graphical interaction models
- Graphical Models, Exponential Families, and Variational Inference
- Distributed Covariance Estimation in Gaussian Graphical Models
- Marginal Likelihoods for Distributed Parameter Estimation of Gaussian Graphical Models
- Probability Inequalities for Sums of Bounded Random Variables