Estimation of Gaussian graphs by model selection

dc.creatorGiraud, Christophe
dc.date2007-10-10
dc.date2008-07-16
dc.date.accessioned2026-07-07T09:50:18Z
dc.date.available2026-07-07T09:50:18Z
dc.descriptionWe investigate in this paper the estimation of Gaussian graphs by model selection from a non-asymptotic point of view. We start from a n-sample of a Gaussian law P_C in R^p and focus on the disadvantageous case where n is smaller than p. To estimate the graph of conditional dependences of P_C, we introduce a collection of candidate graphs and then select one of them by minimizing a penalized empirical risk. Our main result assess the performance of the procedure in a non-asymptotic setting. We pay a special attention to the maximal degree D of the graphs that we can handle, which turns to be roughly n/(2 log p).
dc.descriptionPublished in at http://dx.doi.org/10.1214/08-EJS228 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0710.2044
dc.identifierhttp://arxiv.org/abs/0710.2044
dc.identifierElectronic Journal of Statistics 2 (2008) 542--563
dc.identifierdoi:10.1214/08-EJS228
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/164896
dc.subjectStatistics Theory
dc.subject62G08 (Primary) 15A52, 62J05 (Secondary)
dc.titleEstimation of Gaussian graphs by model selection
dc.typetext

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