High-Dimensional Gaussian Graphical Model Selection: Walk Summability and Local Separation Criterion

High-Dimensional Gaussian Graphical Model Selection: Walk Summability and Local Separation Criterion

We consider the problem of high-dimensional Gaussian graphical model selection. We identify a set of graphs for which an efficient estimation algorithm exists, and this algorithm is based on thresholding of empirical conditional covariances. Under a set of transparent conditions, we establish struct...

Full description

Bibliographic Details
Main Authors: Willsky, Alan S., Tan, Vincent Yan Fu, Anandkumar, Animashree
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Association for Computing Machinery (ACM) 2013
Online Access:http://hdl.handle.net/1721.1/79410
https://orcid.org/0000-0003-0149-5888

Similar Items

Similar Items