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Frequentist model averaging for undirected Gaussian graphical models

文献类型：期刊论文

作者Liu, Huihang1; Zhang, Xinyu1,2
刊名BIOMETRICS
出版日期2022-10-02
页码13
ISSN号0006-341X
关键词graphical model KL divergence model averaging model uncertainty precision matrix
DOI10.1111/biom.13758
英文摘要Advances in information technologies have made network data increasingly frequent in a spectrum of big data applications, which is often explored by probabilistic graphical models. To precisely estimate the precision matrix, we propose an optimal model averaging estimator for Gaussian graphs. We prove that the proposed estimator is asymptotically optimal when candidate models are misspecified. The consistency and the asymptotic distribution of model averaging estimator, and the weight convergence are also studied when at least one correct model is included in the candidate set. Furthermore, numerical simulations and a real data analysis on yeast genetic data are conducted to illustrate that the proposed method is promising.
资助项目China NNSF Grant[71925007] ; China NNSF Grant[72091212] ; China NNSF Grant[12288201] ; CAS Project for Young Scientists in Basic Research[YSBR-008]
WOS研究方向Life Sciences & Biomedicine - Other Topics ; Mathematical & Computational Biology ; Mathematics
语种英语
出版者WILEY
WOS记录号WOS:000862723400001
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/60929]  
专题中国科学院数学与系统科学研究院
通讯作者Zhang, Xinyu
作者单位1.Univ Sci & Technol China, Sch Management, Hefei, Anhui, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式
GB/T 7714		 Liu, Huihang,Zhang, Xinyu. Frequentist model averaging for undirected Gaussian graphical models[J]. BIOMETRICS,2022:13.
APA Liu, Huihang,&Zhang, Xinyu.(2022).Frequentist model averaging for undirected Gaussian graphical models.BIOMETRICS,13.
MLA Liu, Huihang,et al."Frequentist model averaging for undirected Gaussian graphical models".BIOMETRICS (2022):13.

入库方式： OAI收割

来源：数学与系统科学研究院

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