A Localization Approach to Improve Iterative Proportional Scaling in Gaussian Graphical Models

DOI10.1080/03610920802238662zbMath1318.62173arXiv0802.2581MaRDI QIDQ3585266

Akimichi Takemura, Hisayuki Hara

Publication date: 19 August 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.2581

zbMATH Keywords

maximum likelihood; chordal graph; covariance selection; chordal extension

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

62A09: Graphical methods in statistics

Related Items

An improved Hara-Takamura procedure by sharing computations on junction tree in Gaussian graphical models, Standard imsets for undirected and chain graphical models

Uses Software

• MIM

Cites Work

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