In this article, we deal with the model selection problem for estimating a Gaussian Graphical Model (GGM) by regression based techniques. In fact, although regression based techniques are well understood and have good theoretical properties, it is still not clear which criterion is more appropriate for model selection. In this work we do a comparative study between CV and BIC, obtaining important conclusions that can be of practical interest in different contexts of data analysis.
In this article, we deal with the model selection problem for estimating a Gaussian Graphical Model (GGM) by regression based techniques. In fact, although regression based techniques are well understood and have good theoretical properties, it is still not clear which criterion is more appropriate for model selection. In this work we do a comparative study between CV and BIC, obtaining important conclusions that can be of practical interest in different contexts of data analysis.
Model selection for inferring Gaussian graphical models
De Canditiis D;
2021
Abstract
In this article, we deal with the model selection problem for estimating a Gaussian Graphical Model (GGM) by regression based techniques. In fact, although regression based techniques are well understood and have good theoretical properties, it is still not clear which criterion is more appropriate for model selection. In this work we do a comparative study between CV and BIC, obtaining important conclusions that can be of practical interest in different contexts of data analysis.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
