A High-Dimensional Focused Information Criterion
نویسندگان
چکیده
منابع مشابه
A focused information criterion for graphical models
A new method for model selection for Gaussian Bayesian networks and Markov networks, with extensions towards ancestral graphs, is constructed to have good mean squared error properties. The method is based on the focused information criterion, and offers the possibility of fitting individualtailored models. The focus of the research, that is, the purpose of the model, directs the selection. It ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2017
ISSN: 1556-5068
DOI: 10.2139/ssrn.2976351