Updating of the Gaussian graphical model through targeted penalized estimation.
Wessel N. van WieringenKoen A. StamCarel F. W. PeetersMark A. van de WielPublished in: J. Multivar. Anal. (2020)
Keyphrases
- graphical models
- belief propagation
- random variables
- probabilistic inference
- maximum likelihood
- probabilistic model
- approximate inference
- probabilistic graphical models
- structure learning
- map inference
- conditional random fields
- belief networks
- maximum likelihood estimation
- bayesian networks
- conditional independence
- exact inference
- least squares
- parameter estimation
- markov networks
- factor graphs
- graph structure
- importance sampling
- gaussian distribution
- conditional dependencies
- gaussian graphical models
- variable selection
- loss function