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High-Dimensional Structure Estimation in Ising Models: Tractable Graph Families
Graphical model selection Ising models Greedy algorithms
2011/7/19
We consider the problem of high-dimensional Ising (graphical) model selection. We propose a simple algorithm for structure estimation based on the thresholding of the empirical conditional mutual info...
Stochastic Search for Semiparametric Linear Regression Models
Stochastic Search Semiparametric Linear Regression Models
2011/7/6
This paper introduces and analyzes a stochastic search method for parameter estimation in linear regression models in the spirit of Beran and Millar (1987).
Variable Selection for Nonparametric Gaussian Process Priors: Models and Computational Strategies
Bayesian variable selection generalized linear models Gaussian processes
2011/7/5
This paper presents a unified treatment of Gaussian process models that extends to data from the exponential dispersion family and to survival data.