JSM 2015 Preliminary Program

Online Program Home
My Program

Abstract Details

Activity Number: 696
Type: Contributed
Date/Time: Thursday, August 13, 2015 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Computing
Abstract #315979 View Presentation
Title: A GLARE Algorithm for Selecting Gaussian Graphical Models
Author(s): George Terrell*
Companies: Virginia Tech
Keywords: conditional independence ; multivariate normal ; model selection ; LARS
Abstract:

Sparse Gaussian graphical models are useful ways of simplifying multivariate data, so that only a few of the pairwise associations need to be taken into account. Inspired by the Generalized Least Angle Regression algorithm from linear regression, we build the model by forward selection of the entries in the precision matrix that must be nonzero in order to account for observed correlations.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2015 program





For program information, contact the JSM Registration Department or phone (888) 231-3473.

For Professional Development information, 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.

2015 JSM Online Program Home