Corpus ID: 1286367

Concave penalized estimation of sparse Gaussian Bayesian networks

@article{Aragam2015ConcavePE,
  title={Concave penalized estimation of sparse Gaussian Bayesian networks},
  author={Bryon Aragam and Qing Zhou},
  journal={J. Mach. Learn. Res.},
  year={2015},
  volume={16},
  pages={2273-2328}
}
  • Bryon Aragam, Qing Zhou
  • Published 2015
  • Mathematics, Computer Science
  • J. Mach. Learn. Res.
  • We develop a penalized likelihood estimation framework to estimate the structure of Gaussian Bayesian networks from observational data. In contrast to recent methods which accelerate the learning problem by restricting the search space, our main contribution is a fast algorithm for score-based structure learning which does not restrict the search space in any way and works on high-dimensional datasets with thousands of variables. Our use of concave regularization, as opposed to the more popular… CONTINUE READING
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