KMS Of Academy of mathematics and systems sciences, CAS
| Frequentist model averaging for undirected Gaussian graphical models | |
| Liu, Huihang1; Zhang, Xinyu1,2 | |
| 2022-10-02 | |
| Source Publication | BIOMETRICS
 |
| ISSN | 0006-341X |
| Pages | 13 |
| Abstract | 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. |
| Keyword | graphical model KL divergence model averaging model uncertainty precision matrix |
| DOI | 10.1111/biom.13758 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | China NNSF Grant[71925007] ; China NNSF Grant[72091212] ; China NNSF Grant[12288201] ; CAS Project for Young Scientists in Basic Research[YSBR-008] |
| WOS Research Area | Life Sciences & Biomedicine - Other Topics ; Mathematical & Computational Biology ; Mathematics |
| WOS Subject | Biology ; Mathematical & Computational Biology ; Statistics & Probability |
| WOS ID | WOS:000862723400001 |
| Publisher | WILEY |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/60930 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Zhang, Xinyu |
| Affiliation | 1.Univ Sci & Technol China, Sch Management, Hefei, Anhui, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
| Recommended Citation 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. |
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