Loss function, unbiasedness, and optimality of Gaussian graphical model selection

DOI10.1016/J.JSPI.2018.11.002MaRDI QIDQ2317292zbMATH OpenOpenAlexFDO

Authors Panos M. Pardalos, Valery A. Kalyagin, Alexander P. Koldanov, Petr A. Koldanov

Publication date 9 August 2019

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2018.11.002

zbMATH Keywords

Gaussian graphical modelloss functionrisk functionoptimal multiple decision statistical procedurestests of a Neyman structureunbiased multiple decision statistical procedures

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Small world graphs, complex networks (graph-theoretic aspects) (05C82) Compound decision problems in statistical decision theory (62C25) Stochastic network models in operations research (90B15)

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Cites work

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• Introduction to Graphical Modelling
• Model selection for Gaussian concentration graphs
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• The Optimal Discovery Procedure: A New Approach to Simultaneous Significance Testing
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Cited in

(4)

• Graph density and uncertainty of graphical model selection algorithms
• Exact test theory in Gaussian graphical models
• Optimal influence curves for general loss functions
• A loss‐based prior for Gaussian graphical models

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Uses Software

• MIM

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