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Title:

Extended Bayesian Information Criteria for Gaussian Graphical Models

Document type:
Zeitschriftenaufsatz
Author(s):
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 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
WWW:
NIPS Proceedings
Publisher:
Curran Associates Inc
Print-ISSN:
978-1615679119
Date of publication:
15.04.2010
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