Model selection for Gaussian concentration graphs
DOI10.1093/BIOMET/91.3.591zbMATH Open1108.62098OpenAlexW2088088467WikidataQ57566470 ScholiaQ57566470MaRDI QIDQ3429964FDOQ3429964
Authors: Mathias Drton, Michael D. Perlman
Publication date: 20 March 2007
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/91.3.591
Recommendations
Simultaneous confidence intervalsConcentration graphCovariance graphCovariance selection modelGraphical model selection
Inference from stochastic processes (62M99) Applications of graph theory (05C90) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cited In (58)
- On Block Ordering of Variables in Graphical Modelling
- Estimating time-varying networks
- Learning Oncogenic Pathways from Binary Genomic Instability Data
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- Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
- Evaluation of transfer evidence for three-level multivariate data with the use of graphical models
- Hypersurfaces and their singularities in partial correlation testing
- Singular Gaussian graphical models: Structure learning
- Testing diagonality of high-dimensional covariance matrix under non-normality
- Model selection and local geometry
- An empirical Bayes procedure for the selection of Gaussian graphical models
- Robust identification in random variable networks
- Path weights in concentration graphs
- Berry-Esseen bounds for estimating undirected graphs
- Network exploration via the adaptive LASSO and SCAD penalties
- A focused information criterion for graphical models
- High-dimensional graphs and variable selection with the Lasso
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
- Simultaneous inference for pairwise graphical models with generalized score matching
- Estimation of Gaussian graphs by model selection
- Time varying undirected graphs
- Maximum pairwise Bayes factors for covariance structure testing
- On a Dualization of Graphical Gaussian Models: A Correction Note
- Reference priors for linear models with general covariance structures
- Generalized score matching for non-negative data
- On oracle property and asymptotic validity of Bayesian generalized method of moments
- Robust concentration graph model selection
- Model selection and estimation in the Gaussian graphical model
- On the impact of contaminations in graphical Gaussian models
- Qualitative inequalities for squared partial correlations of a Gaussian random vector
- Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern
- Objective Bayesian search of Gaussian directed acyclic graphical models for ordered variables with non-local priors
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- Confidence graphs for graphical model selection
- High dimensional Gaussian copula graphical model with FDR control
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- Multiple testing and error control in Gaussian graphical model selection
- Lattices of graphical Gaussian models with symmetries
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model
- A review of Gaussian Markov models for conditional independence
- Graphical model selection for a particular class of continuous-time processes.
- Exact test theory in Gaussian graphical models
- Gaussian model selection
- Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints
- The correlation space of Gaussian latent tree models and model selection without fitting
- Partial correlation hypersurfaces in Gaussian graphical models
- Effectiveness of combinations of Gaussian graphical models for model building
- Loss function, unbiasedness, and optimality of Gaussian graphical model selection
- Back to the basics: Rethinking partial correlation network methodology
- Joint Gaussian graphical model estimation: a survey
- Mixed Graphical Model Selection Using Holm's Procedure
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