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Estimation of High-Dimensional Graphical Models Using Regularized Score Matching
Graphical models are widely used to model stochastic dependences among large collections of variables. We introduce a new method of estimating undirected conditional independence graphs based on the score matching loss, introduced by Hyvärinen (2005), and subsequently extended in Hyvärinen (2007). T...
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| Publicado no: | Electron J Stat |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2016
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5476334/ https://ncbi.nlm.nih.gov/pubmed/28638498 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/16-EJS1126 |
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