Edge selection based on the geometry of dually flat spaces for Gaussian graphical models

DOI10.1007/S11222-012-9347-3MaRDI QIDQ746349zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

concentration matrixdually flat spaceedge selectionGaussian graphical modelinformation geometryKullback-Leibler divergence

Mathematics Subject Classification ID

Graphical methods in statistics (62A09) Multivariate analysis (62H99)

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Cites work

• Differential-geometrical methods in statistics
• Gaussian Markov distributions over finite graphs
• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 1055955 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 1560711 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Least angle regression. (With discussion)
• Model selection and estimation in the Gaussian graphical model
• Pathwise coordinate optimization

Cited in

(2)

• Edge detection in sparse Gaussian graphical models
• Holonomic extended least angle regression

Describes a project that uses

Uses Software

• ElemStatLearn
• R

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