Edge selection based on the geometry of dually flat spaces for Gaussian graphical models

DOI10.1007/s11222-012-9347-3zbMath1322.62051OpenAlexW2051784701MaRDI QIDQ746349

Yoshihiro Hirose, Fumiyasu Komaki

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-012-9347-3

zbMATH Keywords

Kullback-Leibler divergenceinformation geometryGaussian graphical modeldually flat spaceconcentration matrixedge selection

Mathematics Subject Classification ID

Multivariate analysis (62H99) Graphical methods in statistics (62A09)

Related Items

Holonomic extended least angle regression

Uses Software

• R
• ElemStatLearn

Cites Work

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• Gaussian Markov distributions over finite graphs
• Least angle regression. (With discussion)
• Differential-geometrical methods in statistics
• Pathwise coordinate optimization
• Model selection and estimation in the Gaussian graphical model