
arXiv: 1403.3374
We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection techniques for regression allow one to identify the neighborhood of each node and, thus, the entire graph. We prove high-dimensional consistency results for this pseudo-likelihood approach to graph selection when using Bayesian information criteria for the variable selection problems in the logistic regressions. The results pertain to scenarios of sparsity and following related prior work the information criteria we consider incorporate an explicit prior that encourages sparsity.
Generalized linear models (logistic models), logistic regression, graphical model, Mathematics - Statistics Theory, Statistics Theory (math.ST), Bayesian information criterion, FOS: Mathematics, 62J12, 62F12, log-linear model, neighborhood selection, Asymptotic properties of parametric estimators, variable selection
Generalized linear models (logistic models), logistic regression, graphical model, Mathematics - Statistics Theory, Statistics Theory (math.ST), Bayesian information criterion, FOS: Mathematics, 62J12, 62F12, log-linear model, neighborhood selection, Asymptotic properties of parametric estimators, variable selection
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