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Change point estimation in high dimensional Markov random-field models

This paper investigates a change-point estimation problem in the context of high-dimensional Markov random field models. Change-points represent a key feature in many dynamically evolving network structures. The change-point estimate is obtained by maximizing a profile penalized pseudo-likelihood fu...

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Detalhes bibliográficos
Publicado no:J R Stat Soc Series B Stat Methodol
Main Authors: Roy, Sandipan, Atchadé, Yves, Michailidis, George
Formato: Artigo
Idioma:Inglês
Publicado em: 2016
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5571889/
https://ncbi.nlm.nih.gov/pubmed/28848375
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/rssb.12205
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