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

DOI10.1016/J.JSPI.2018.11.002zbMATH Open1423.62053OpenAlexW2900874414MaRDI QIDQ2317292FDOQ2317292

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

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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)

Cites Work

• Introduction to Graphical Modelling
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models
• Graphical models, exponential families, and variational inference
• High-dimensional graphs and variable selection with the Lasso
• Title not available (Why is that?)
• Multiple testing and error control in Gaussian graphical model selection
• Testing Statistical Hypotheses
• Title not available (Why is that?)
• Partial correlation estimation by joint sparse regression models
• Graphical models
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Optimal Discovery Procedure: A New Approach to Simultaneous Significance Testing
• Model selection for Gaussian concentration graphs
• Title not available (Why is that?)
• A Theory of some Multiple Decision Problems, I
• Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model
• A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees
• An Equivalent Measure of Partial Correlation Coefficients for High-Dimensional Gaussian Graphical Models

Cited In (3)

• Exact test theory in Gaussian graphical models
• Optimal influence curves for general loss functions
• A loss‐based prior for Gaussian graphical models

Uses Software

• MIM

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