A focused information criterion for graphical models

DOI10.1007/S11222-014-9504-YzbMATH Open1331.62057OpenAlexW2037393458MaRDI QIDQ5963813FDOQ5963813

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

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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)

Cites Work

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Cited In (6)

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

Uses Software

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

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