EconPapers    
Economics at your fingertips  
 

Model selection for Markov random fields on graphs under a mixing condition

Florencia Leonardi and Magno T.F. Severino

Stochastic Processes and their Applications, 2025, vol. 180, issue C

Abstract: We propose a global model selection criterion to estimate the graph of conditional dependencies of a random vector. By global criterion, we mean optimizing a function over the set of possible graphs, eliminating the need to estimate individual neighborhoods and subsequently combine them to estimate the graph. We prove the almost sure convergence of the graph estimator. This convergence holds, provided the data is a realization of a multivariate stochastic process that satisfies a polynomial mixing condition. These are the first results to show the consistency of a model selection criterion for Markov random fields on graphs under non-independent data.

Keywords: Model selection; Regularized estimator; Structure estimation; Mixing processes (search for similar items in EconPapers)
Date: 2025
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S030441492400231X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:180:y:2025:i:c:s030441492400231x

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2024.104523

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-05-25
Handle: RePEc:eee:spapps:v:180:y:2025:i:c:s030441492400231x