Estimation of Gaussian graphs by model selection
نویسندگان
چکیده
منابع مشابه
Estimation of Gaussian graphs by model selection
and focus on the disadvantageous case where n is smaller than p. To estimate the graph of conditional dependences of PC , we introduce a collection of candidate graphs and then select one of them by minimizing a penalized empirical risk. Our main result assess the performance of the procedure in a non-asymptotic setting. We pay a special attention to the maximal degree D of the graphs that we c...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2008
ISSN: 1935-7524
DOI: 10.1214/08-ejs228