A focused information criterion for graphical models

DOI10.1007/s11222-014-9504-yzbMath1331.62057OpenAlexW2037393458MaRDI QIDQ5963813

Eugen Pircalabelu, Lourens J. Waldorp, Gerda Claeskens

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 graphancestral graphfocused information criterionGaussian Bayesian networkGaussian Markov network

Mathematics Subject Classification ID

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

Related Items

Model averaging based on rank, Focused information criterion and model averaging in censored quantile regression, The focussed information criterion for generalised linear regression models for time series, A High‐dimensional Focused Information Criterion, A focused information criterion for graphical models in fMRI connectivity with high-dimensional data

Uses Software

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

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