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Titel:

High-dimensional Ising model selection with Bayesian information criteria

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
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...     »
Stichworte:
Bayesian information criterion, graphical model, logistic regression, log-linear model, neighborhood selection, variable selection
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Electronic Journal of Statistics
Jahr:
2015
Band / Volume:
9
Jahr / Monat:
2015-03
Quartal:
1. Quartal
Monat:
Mar
Heft / Issue:
1
Seitenangaben Beitrag:
567-607
Sprache:
en
Volltext / DOI:
doi:10.1214/15-ejs1012
WWW:
Project Euclid
Verlag / Institution:
Institute of Mathematical Statistics and Bernoulli Society
E-ISSN:
1935-7524
Publikationsdatum:
24.03.2015
Format:
Text
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