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Document type:
Zeitschriftenaufsatz 
Author(s):
Foygel, R., Drton, M. 
Title:
Extended Bayesian Information Criteria for Gaussian Graphical Models 
Abstract:
Gaussian graphical models with sparsity in the inverse covariance matrix are of significant interest in many modern applications. For the problem of recovering the graphical structure, information criteria provide useful optimization objectives for algorithms searching through sets of graphs or for selection of tuning parameters of other methods such as the graphical lasso, which is a likelihood penalization technique. In this paper we establish the asymptotic consistency of an extended Bayesian...    »
 
Dewey Decimal Classification:
510 Mathematik 
Congress title:
23rd Annual Conference on Neural Information Processing Systems 
Congress / additional information:
7-10 December 2009, Vancouver, British Columbia, Canada 
Journal title:
Advances in Neural Information Processing Systems 22 (NIPS 2010) 
Year:
2010 
Journal volume:
23 
Year / month:
2010-04 
Quarter:
2. Quartal 
Month:
Apr 
Pages contribution:
2020-2028 
Language:
en 
Publisher:
Curran Associates Inc 
Print-ISSN:
978-1615679119 
Date of publication:
15.04.2010