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20052023
most citedExtended Bayesian Information Criteria for Gaussian Graphical Models

714 citations · 1k across the 33 of their papers we have counts for

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Showing 2018Show all

6 papers · 1 filter

stat.ML2018

Generalized Score Matching for Non-Negative Data

Shiqing Yu, Mathias Drton, Ali Shojaie

A common challenge in estimating parameters of probability density functions is the intractability of the normalizing constant. While in such cases maximum likelihood estimation ma…

math.ST2018

High dimensional consistent independence testing with maxima of rank correlations

Mathias Drton, Fang Han, Hongjian Shi

Testing mutual independence for high-dimensional observations is a fundamental statistical challenge. Popular tests based on linear and simple rank correlations are known to be inc…

math.ST2018

Algebraic tests of general Gaussian latent tree models

Dennis Leung, Mathias Drton

We consider general Gaussian latent tree models in which the observed variables are not restricted to be leaves of the tree. Extending related recent work, we give a full semi-alge…

math.ST2018

The Maximum Likelihood Threshold of a Path Diagram

Mathias Drton, Christopher Fox, Andreas Käufl +1

Linear structural equation models postulate noisy linear relationships between variables of interest. Each model corresponds to a path diagram, which is a mixed graph with directed…

stat.ME2018

Graphical Models for Non-Negative Data Using Generalized Score Matching

Shiqing Yu, Mathias Drton, Ali Shojaie

A common challenge in estimating parameters of probability density functions is the intractability of the normalizing constant. While in such cases maximum likelihood estimation ma…

stat.ME2018

Robust and sparse Gaussian graphical modeling under cell-wise contamination

Shota Katayama, Hironori Fujisawa, Mathias Drton

Graphical modeling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this t…