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Title:

High-dimensional Ising model selection with Bayesian information criteria

Document type:
Zeitschriftenaufsatz
Author(s):
Barber, Rina Foygel; Drton, Mathias
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:
9
Year / month:
2015-03
Quarter:
1. Quartal
Month:
Mar
Journal issue:
1
Pages contribution:
567-607
Language:
en
Fulltext / DOI:
doi:10.1214/15-ejs1012
WWW:
Project Euclid
Publisher:
Institute of Mathematical Statistics and Bernoulli Society
E-ISSN:
1935-7524
Date of publication:
24.03.2015
Format:
Text
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