| ????????????Ising????????????? |
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| 引用本文： | ???,????,?????.????????????Ising?????????????[J].应用概率统计,2019,35(2):165-177. |
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| 作者姓名： | ??? ???? ????? |
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| 作者单位： | ??????????????????????, ????, 233000 |
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| 摘 要： |
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| 关 键 词： | Ising???? Logistic??? Lasso???? ?????? ??????? |
Non-Concave Penalized Estimation Based on the Neighborhood Selection Method for Ising Model |
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| LI Fanqun,YANG Guiyuan,ZHANG Kongsheng.Non-Concave Penalized Estimation Based on the Neighborhood Selection Method for Ising Model[J].Chinese Journal of Applied Probability and Statisties,2019,35(2):165-177. |
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| Authors: | LI Fanqun YANG Guiyuan ZHANG Kongsheng |
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| Abstract: | In this paper, we put non-concave penalty on the local conditional likelihood. We obtain the oracle property and asymptotic normal distribution property of the parameters in Ising model. With a union band, we obtain the sign consistence for the estimator of parameter matrix, and the convergence speed under the matrix $L_1$ norm. The results of the simulation studies and a real data analysis show that the non-concave penalized estimator has larger sensitivity. |
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| Keywords: | Ising graphical model Logistic regression Lasso estimation nonconcave penalty neighborhood selection |
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