Login
- Titel:
A New Algorithm for Maximum Likelihood Estimation in Gaussian Graphical Models for Marginal Independence
- Dokumenttyp:
- Zeitschriftenaufsatz
- Autor(en):
- Drton, Mathias; Richardson, Thomas S.
- Abstract:
- Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood estimation in the case of continuous variables with a Gaussian joint distribution, sometimes termed a covariance graph model. We present a new fitting algorithm which exploits standard regression techniques and establish its convergence properties. Moreover, we contrast our procedure to existing estimation methods
- Dewey Dezimalklassifikation:
- 510 Mathematik
- Kongresstitel:
- 19th Conference on Uncertainty in Artificial Intelligence (UAI 2003)
- Kongress / Zusatzinformationen:
- August 7-10, 2003; Acapulco, Mexico
- Zeitschriftentitel:
- Proceedings of the 19th Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-03)
- Jahr:
- 2003
- Seitenangaben Beitrag:
- 184-191
- Sprache:
- en
- WWW:
- UAI
- Verlag / Institution:
- Morgan Kaufmann
- Verlagsort:
- San Francisco, CA, USA
- Print-ISSN:
- 0-127-05664-5
- Format:
- Text
BibTeX