High-dimensional Ising model selection with Bayesian information criteria

We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection techniques for regression allow one to identify the neighborhood of each node and, thus, the entire graph. We prove high-dimensional consistency results for this pseudo-likelihood approach to graph selection when using Bayesian information criteria for the variable selection problems in the logistic regressions. The results pertain to scenarios of sparsity and following related prior work the information criteria we consider incorporate an explicit prior that encourages sparsity.

• Publication year

  2014

• Venue

  arXiv: Statistics Theory

• Publication date

  2014-03-13

• Fields of study

  Mathematics, Physics, Computer Science

• Identifiers
  DOI 10.1214/15-EJS1012arXiv 1403.3374
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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