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  • 标题:High-dimensional Ising model selection with Bayesian information criteria
  • 本地全文:下载
  • 作者:Rina Foygel Barber ; Mathias Drton
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2015
  • 卷号:9
  • 期号:1
  • 页码:567-607
  • DOI:10.1214/15-EJS1012
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection techniques for regression allow one to identify the neighborhood of each node and, thus, the entire graph. We prove high-dimensional consistency results for this pseudo-likelihood approach to graph selection when using Bayesian information criteria for the variable selection problems in the logistic regressions. The results pertain to scenarios of sparsity, and following related prior work the information criteria we consider incorporate an explicit prior that encourages sparsity.
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