Research output: Contribution to journal › Article › peer-review
Strong limit theorems for the bayesian scoring criterion in bayesian networks. / Slobodianik, Nikolai; Zaporozhets, Dmitry; Madras, Neal.
In: Journal of Machine Learning Research, Vol. 10, 01.07.2009, p. 1511-1526.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Strong limit theorems for the bayesian scoring criterion in bayesian networks
AU - Slobodianik, Nikolai
AU - Zaporozhets, Dmitry
AU - Madras, Neal
PY - 2009/7/1
Y1 - 2009/7/1
N2 - In the machine learning community, the Bayesian scoring criterion is widely used for model selection problems. One of the fundamental theoretical properties justifying the usage of the Bayesian scoring criterion is its consistency. In this paper we refine this property for the case of binomial Bayesian network models. As a by-product of our derivations we establish strong consistency and obtain the law of iterated logarithm for the Bayesian scoring criterion. © 2009 Nikolai Slobodianik, Dmitry Zaporozhets and Neal Madras.
AB - In the machine learning community, the Bayesian scoring criterion is widely used for model selection problems. One of the fundamental theoretical properties justifying the usage of the Bayesian scoring criterion is its consistency. In this paper we refine this property for the case of binomial Bayesian network models. As a by-product of our derivations we establish strong consistency and obtain the law of iterated logarithm for the Bayesian scoring criterion. © 2009 Nikolai Slobodianik, Dmitry Zaporozhets and Neal Madras.
KW - Bayesian networks
KW - BIC
KW - Consistency
KW - Model selection
KW - Scoring criterion
UR - http://www.scopus.com/inward/record.url?scp=68949147860&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:68949147860
VL - 10
SP - 1511
EP - 1526
JO - Journal of Machine Learning Research
JF - Journal of Machine Learning Research
SN - 1532-4435
ER -
ID: 126290389