Frequentist model averaging for undirected Gaussian graphical models

doi:10.1111/biom.13758

CSpace

	Frequentist model averaging for undirected Gaussian graphical models
	Liu, Huihang 1; Zhang, Xinyu 1,2
	2022-10-02
发表期刊	BIOMETRICS
ISSN	0006-341X
页码	13
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.
关键词	graphical model KL divergence model averaging model uncertainty precision matrix
DOI	10.1111/biom.13758
收录类别	SCI
语种	英语
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
WOS类目	Biology ; Mathematical & Computational Biology ; Statistics & Probability
WOS记录号	WOS:000862723400001
出版者	WILEY
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/60930
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.