Structure estimation for discrete graphical models: generalized covariance matrices and their inverses

DOI10.1214/13-AOS1162zbMath1288.62081arXiv1212.0478OpenAlexW3103475671WikidataQ105584270 ScholiaQ105584270MaRDI QIDQ2443211

Po-Ling Loh, Martin J. Wainwright

Publication date: 4 April 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.0478

zbMATH Keywords

exponential familiesmodel selectionMarkov random fieldshigh-dimensional statisticsLegendre dualityinverse covariance estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of graph theory (05C90)

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Uses Software

• glasso

Cites Work

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