B1288
Title: A generic algorithm for estimation in undirected graphical models
Authors: Steffen Lauritzen - University of Copenhagen (Denmark) [presenting]
Abstract: A generic and globally convergent algorithm is presented for estimation in undirected graphical models with only pairwise interaction terms which can include penalty functions of lasso type, total positivity restrictions, and specific restrictions on the graph type. The algorithm is essentially a variant of Iterative Proportional Scaling and contains the latter as a special instance.
