Edge selection based on the geometry of dually flat spaces for Gaussian graphical models
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Publication:746349
DOI10.1007/S11222-012-9347-3zbMATH Open1322.62051OpenAlexW2051784701MaRDI QIDQ746349FDOQ746349
Authors: Yoshihiro Hirose, Fumiyasu Komaki
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-012-9347-3
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Gaussian graphical modelKullback-Leibler divergenceinformation geometrydually flat spaceconcentration matrixedge selection
Cites Work
- Least angle regression. (With discussion)
- Pathwise coordinate optimization
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- Differential-geometrical methods in statistics
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- Model selection and estimation in the Gaussian graphical model
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- Gaussian Markov distributions over finite graphs
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