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High-dimensional Ising model selection with Bayesian information criteria

机译:贝叶斯信息准则的高维Ising模型选择

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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.
机译:我们考虑使用贝叶斯信息准则来选择基于Ising模型的图。在Ising模型中,每个变量的全部条件分布形成逻辑回归模型,并且用于回归的变量选择技术使人们可以识别每个节点的邻域,从而识别整个图。当对逻辑回归中的变量选择问题使用贝叶斯信息准则时,我们证明了这种伪似然方法进行图形选择的高维一致性结果。结果与稀疏性场景有关,在进行了相关的先前工作之后,我们认为信息标准纳入了鼓励稀疏性的明确先验。

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