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A Scoring Criterion For Learning Chain Graphs
引用本文:Zhong Guo ZHENG Jing XU Xing Wei TONG. A Scoring Criterion For Learning Chain Graphs[J]. 数学学报(英文版), 2006, 22(4): 1063-1068. DOI: 10.1007/s10114-005-0651-0
作者姓名:Zhong Guo ZHENG Jing XU Xing Wei TONG
作者单位:[1]wDepartment of Mathematical Sciences, Peking University, Beijing 100871, P. R. China [2]Department of Mathematics, Beijing Normal University, Beijing 100875, P. R. China
基金项目:Supported by NNSFC (39930160); partially supported by BNU Youth Foundation (104951)
摘    要:

关 键 词:Chain图 Markov等价性 模型选择 Kullback Leibler距离
收稿时间:2003-11-28
修稿时间:2003-11-282004-04-02

A Scoring Criterion For Learning Chain Graphs
Zhong Guo Zheng,Jing Xu,Xing Wei Tong. A Scoring Criterion For Learning Chain Graphs[J]. Acta Mathematica Sinica(English Series), 2006, 22(4): 1063-1068. DOI: 10.1007/s10114-005-0651-0
Authors:Zhong Guo Zheng  Jing Xu  Xing Wei Tong
Affiliation:(1) Department of Mathematical Sciences, Peking University, Beijing 100871, P. R. China;(2) Department of Mathematics, Beijing Normal University, Beijing 100875, P. R. China
Abstract:A chain graph allows both directed and undirected edges, and contains the underlying mathematical properties of the two. An important method of learning graphical models is to use scoring criteria to measure how well the graph structures fit the data. In this paper, we present a scoring criterion for learning chain graphs based on the Kullback Leibler distance. It is score equivalent, that is, equivalent chain graphs obtain the same score, so it can be used to perform model selection and model averaging.
Keywords:Chain graph   Markov equivalence   Scoring criterion
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