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

Gaussian graphical modelKullback-Leibler divergenceinformation geometrydually flat spaceconcentration matrixedge selection

Mathematics Subject Classification ID

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

Recommendations

• Edge detection in sparse Gaussian graphical models
• Estimation of Gaussian graphs by model selection
• A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models
• scientific article; zbMATH DE number 922429
• Edge Exclusion Tests for Improper Complex Gaussian Graphical Model Selection
• scientific article; zbMATH DE number 1222299
• Graphical Gaussian Models With Edge and Vertex Symmetries
• Graphical models for sparse data: graphical Gaussian models with vertex and edge symmetries
• Model selection and estimation in the Gaussian graphical model

Cites work

• 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?)
• Differential-geometrical methods in statistics
• Gaussian Markov distributions over finite graphs
• Least angle regression. (With discussion)
• Model selection and estimation in the Gaussian graphical model
• Pathwise coordinate optimization

Cited in

(2)

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

Describes a project that uses

Uses Software

• ElemStatLearn
• R

This page was built for publication: Edge selection based on the geometry of dually flat spaces for Gaussian graphical models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q746349)