High Dimensional Undirected Graphical Models

me@ryanorban.com (Ryan Orban) — Tue, 18 Sep 2012 00:00:00 +0000

Summary

Larry Wasserman’s Normal Deviate blog was one of the best statistics blogs of the era — a Carnegie Mellon University professor who could write accessibly about hard statistical theory without dumbing it down. This post addressed undirected graphical models (also called Markov random fields or Markov networks) in the high-dimensional regime where the number of variables $p$ is much larger than the sample size $n$ — the $p >> n$ problem that dominated applied statistics in the 2010s.

High-Dimensional on Ryan Orban

High Dimensional Undirected Graphical Models

Summary