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On the impact of contaminations in graphical Gaussian models

机译:在图形高斯模型中污染的影响

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This paper analyzes the impact of some kinds of contaminant on model selection in graphical Gaussian models. We investigate four different kinds of contaminants, in order to consider the effect of gross errors, model deviations, and model misspecification. The aim of the work is to assess against which kinds of contaminant a model selection procedure for graphical Gaussian models has a more robust behavior. The analysis is based on simulated data. The simulation study shows that relatively few contaminated observations in even just one of the variables can have a significant impact on correct model selection, especially when the contaminated variable is a node in a separating set of the graph.
机译:本文分析了某些污染物对图形高斯模型中模型选择的影响。我们研究四种不同类型的污染物,以考虑总体误差,模型偏差和模型规格不正确的影响。这项工作的目的是评估针对图形高斯模型的模型选择程序针对哪种污染物具有更强健的行为。该分析基于模拟数据。仿真研究表明,即使只有一个变量,相对较少的污染观测结果也会对正确的模型选择产生重大影响,尤其是当污染变量是图形的分离集中的一个节点时。

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