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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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Bibliographic Details
Published in:Electron J Stat
Main Authors: Lin, Lina, Drton, Mathias, Shojaie, Ali
Format: Artigo
Language:Inglês
Published: 2016
Subjects:
Online Access: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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