Estimation of graphical models for skew continuous data

Linh H. Nghiem; Francis K. C. Hui; Samuel MüllerAlan H. Welsh

首页> 外文期刊>Scandinavian journal of statistics: Theory and applications >Estimation of graphical models for skew continuous data

【24h】

Estimation of graphical models for skew continuous data

机译：Estimation of graphical models for skew continuous data

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相关主题

摘要

Abstract We consider a new approach for estimating non‐Gaussian undirected graphical models. Specifically, we model continuous data from a class of multivariate skewed distributions, whose conditional dependence structure depends on both a precision matrix and a shape vector. To estimate the graph, we propose a novel estimation method based on nodewise regression: we first fit a linear model, and then fit a one component projection pursuit regression model to the residuals obtained from the linear model, and finally threshold appropriate quantities. Theoretically, we establish error bounds for each nodewise regression and prove the consistency of the estimated graph when the number of variables diverges with the sample size. Simulation results demonstrate the strong finite sample performance of our new method over existing methods for estimating Gaussian and non‐Gaussian graphical models. Finally, we demonstrate an application of the proposed method on observations of physicochemical properties of wine.

著录项

来源
《Scandinavian journal of statistics: Theory and applications》 |2022年第4期|393-423|共31页
作者
Linh H. Nghiem; Francis K. C. Hui; Samuel MüllerAlan H. Welsh;
展开▼
作者单位

Australian National University||University of Sydney;

Australian National University;

Macquarie University||University of Sydney;

展开▼
收录信息
原文格式 PDF
正文语种英语
中图分类
关键词
neighborhood regression; projection pursuit; skew normal distribution; skewness;

Estimation of graphical models for skew continuous data

摘要

著录项

相关主题

期刊订阅