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Document type:
Zeitschriftenaufsatz 
Author(s):
Barber, Rina Foygel; Drton, Mathias 
Title:
High-dimensional Ising model selection with Bayesian information criteria 
Abstract:
We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection techniques for regression allow one to identify the neighborhood of each node and, thus, the entire graph. We prove high-dimensional consistency results for this pseudo-likelihood approach to graph selection when using Bayesian information criteria for the variable...    »
 
Keywords:
Bayesian information criterion, graphical model, logistic regression, log-linear model, neighborhood selection, variable selection 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Electronic Journal of Statistics 
Year:
2015 
Journal volume:
Year / month:
2015-03 
Quarter:
1. Quartal 
Month:
Mar 
Journal issue:
Pages contribution:
567-607 
Language:
en 
Fulltext / DOI:
Publisher:
Institute of Mathematical Statistics and Bernoulli Society 
E-ISSN:
1935-7524 
Date of publication:
24.03.2015 
Format:
Text