A focused information criterion for graphical models

DOI10.1007/S11222-014-9504-YMaRDI QIDQ5963813zbMATH OpenOpenAlexFDO

Authors Eugen Pircalabelu, Gerda Claeskens, Lourens J. Waldorp

Publication date 23 February 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://lirias.kuleuven.be/handle/123456789/460306

zbMATH Keywords

model selectiondirected acyclic graphfocused information criterionGaussian Bayesian networkancestral graphGaussian Markov network

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Graphical methods in statistics (62A09)

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Cited in

(8)

• scientific article; zbMATH DE number 4178325 (Why is no real title available?)
• The Focused Information Criterion
• The focussed information criterion for generalised linear regression models for time series
• A high-dimensional focused information criterion
• Model averaging based on rank
• Focused information criterion and model averaging in censored quantile regression
• A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
• Effectiveness of combinations of Gaussian graphical models for model building

Describes a project that uses

Uses Software

• pcalg
• glasso
• bnlearn
• huge
• TETRAD
• gRapHD
• MIM

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