A mutual information criterion with applications to canonical correlation analysis and graphical models
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Publication:6541797
Cites work
- scientific article; zbMATH DE number 3974096 (Why is no real title available?)
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- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A consistent characteristic function-based test for conditional independence
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- A test for additional information in canonical correlation analysis
- Causation, prediction, and search. With additional material by David Heckerman, Christopher Meek, Gregory F. Cooper and Thomas Richardson.
- Correcting the corrected AIC
- From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Model Selection and Multimodel Inference
- Multivariate statistics. High dimensional and large-sample approximations.
- Regression and time series model selection in small samples
- Testing conditional independence using maximal nonlinear conditional correlation
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