High-dimensional Ising model selection with Bayesian information criteria
From MaRDI portal
Publication:2340871
Abstract: We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection techniques for regression allow one to identify the neighborhood of each node and, thus, the entire graph. We prove high-dimensional consistency results for this pseudo-likelihood approach to graph selection when using Bayesian information criteria for the variable selection problems in the logistic regressions. The results pertain to scenarios of sparsity and following related prior work the information criteria we consider incorporate an explicit prior that encourages sparsity.
Recommendations
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- High-dimensional structure estimation in Ising models: local separation criterion
- Sparse estimation in Ising model via penalized Monte Carlo methods
- High-dimensional graphs and variable selection with the Lasso
- Bayesian model selection in high-dimensional settings
Cites work
- scientific article; zbMATH DE number 3423418 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 713342 (Why is no real title available?)
- A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Estimating the dimension of a model
- Estimation of sparse binary pairwise Markov networks using pseudo-likelihoods
- Extended BIC for small-n-large-P sparse GLM
- Extended Bayesian information criteria for model selection with large model spaces
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- High-dimensional Ising model selection with Bayesian information criteria
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional structure estimation in Ising models: local separation criterion
- Information-Theoretic Limits of Selecting Binary Graphical Models in High Dimensions
- Markov random fields and their applications
- Modified versions of the Bayesian information criterion for sparse generalized linear models
- Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
- (DATASET) Precipitation
- Probability for Statisticians
- Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters
- Statistics for high-dimensional data. Methods, theory and applications.
- Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
Cited in
(31)- Statistical limits of sparse mixture detection
- Precipitation
- Estimating high-dimensional Hawkes process with time-dependent covariates
- Robust measurement via a fused latent and graphical item response theory model
- Structure learning of exponential family graphical model with false discovery rate control
- High-dimensional structure learning of binary pairwise Markov networks: a comparative numerical study
- Bayesian feature selection with strongly regularizing priors maps to the Ising model
- Generalized score matching for non-negative data
- High-dimensional Ising model selection with Bayesian information criteria
- Inference of large modified Poisson-type graphical models: application to RNA-seq data in childhood atopic asthma studies
- Bayesian method for causal inference in spatially-correlated multivariate time series
- Objective Bayesian edge screening and structure selection for Ising networks
- High-dimensional missing data imputation via undirected graphical model
- Sparse estimation in Ising model via penalized Monte Carlo methods
- scientific article; zbMATH DE number 7370576 (Why is no real title available?)
- Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
- Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks
- Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
- Advances in Bayesian model selection consistency for high-dimensional generalized linear models
- Sparse model selection in the highly under-sampled regime
- The multivariate generalized linear Hawkes process in high dimensions with applications in neuroscience
- Bayes factor tests for group differences in ordinal and binary graphical models
- Bayesian information criterion approximations to Bayes factors for univariate and multivariate logistic regression models
- High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood
- Model-based clustering with sparse covariance matrices
- An expectation maximization algorithm for high-dimensional model selection for the Ising model with misclassified states*
- Estimation of high-dimensional graphical models using regularized score matching
- High-dimensional structure estimation in Ising models: local separation criterion
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- Explicit, identical maximum likelihood estimates for some cyclic Gaussian and cyclic Ising models
- Bayesian analysis of the ordinal Markov random field
This page was built for publication: High-dimensional Ising model selection with Bayesian information criteria
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2340871)
