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Titel:

Extended Bayesian Information Criteria for Gaussian Graphical Models

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Foygel, Rina; Drton, Mathias
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 Dezimalklassifikation:
510 Mathematik
Kongresstitel:
23rd Annual Conference on Neural Information Processing Systems
Kongress / Zusatzinformationen:
7-10 December 2009, Vancouver, British Columbia, Canada
Zeitschriftentitel:
Advances in Neural Information Processing Systems 22 (NIPS 2010)
Jahr:
2010
Band / Volume:
23
Jahr / Monat:
2010-04
Quartal:
2. Quartal
Monat:
Apr
Seitenangaben Beitrag:
2020-2028
Sprache:
en
WWW:
NIPS Proceedings
Verlag / Institution:
Curran Associates Inc
Print-ISSN:
978-1615679119
Publikationsdatum:
15.04.2010
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