Abstract Details
|
Activity Number:
|
535
|
|
Type:
|
Invited
|
|
Date/Time:
|
Wednesday, August 6, 2014 : 2:00 PM to 3:50 PM
|
|
Sponsor:
|
Section on Nonparametric Statistics
|
|
Abstract #310656
|
|
|
Title:
|
Graphical Model Estimation via the Focused Information Criterion
|
|
Author(s):
|
Gerda Claeskens*+
|
|
Companies:
|
KU Leuven
|
|
Keywords:
|
Focused information criterion ;
Variable selection ;
graphical model
|
|
Abstract:
|
We develop a focused information criterion for estimating the edges in graphs (which may be directed acyclic graphs, undirected or ancestral graphs). The criterion allows user input to fit individual-tailored graphs. The focus, that is the purpose of constructing the graph, directs the selection process to result in a graph with a small estimated mean squared error for that focus. Graphs may be of small size, or may contain more nodes than the number of samples in which case penalized estimation methods are used. Examples illustrate the method. This is joint work with E. Pircalabelu, S. Jahfari and L. Waldorp.
|
Authors who are presenting talks have a * after their name.
Back to the full JSM 2014 program
|
2014 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Professional Development program, please contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Copyright © American Statistical Association.