@@ -10,9 +10,9 @@ trade off between element-wise (individual-level) and block-wise
1010
1111## Background: Negative Log-Likelihood
1212
13- In a Gaussian graphical model (GGM), the data matrix \\ X\_ {n \times d }\\
13+ In a Gaussian graphical model (GGM), the data matrix \\ X\_ {n \times p }\\
1414consists of \\ n\\ independent and identically distributed observations
15- \\ X_1, \dots, X_n\\ drawn from \\ N_d (\mu,\Sigma)\\ . Let \\ \Omega =
15+ \\ X_1, \dots, X_n\\ drawn from \\ N_p (\mu,\Sigma)\\ . Let \\ \Omega =
1616\Sigma^{-1}\\ denote the precision matrix, and define the empirical
1717covariance matrix as \\ S = n^{-1} \sum\_ {i=1}^n
1818(X_i-\bar{X})(X_i-\bar{X})^\top\\ . Up to an additive constant, the
@@ -43,7 +43,7 @@ therefore given by \\\vert E(\Omega) \vert\\.
4343
4444\\ \hat{\Omega}\_ {\mathrm{EBIC}} = {\arg\min}\_ {\Omega} \left\\
45452\\ \mathrm{nll}(\Omega) + \log(n)\\ \lvert E(\Omega) \rvert +
46- 4\\ \xi\\ \log(d )\\ \lvert E(\Omega) \rvert \right\\ , \\
46+ 4\\ \xi\\ \log(p )\\ \lvert E(\Omega) \rvert \right\\ , \\
4747
4848where \\ \xi \in \[ 0,1\]\\ is a tuning parameter. Setting \\ \xi = 0\\
4949reduces EBIC to the classic BIC.
@@ -53,7 +53,7 @@ reduces EBIC to the classic BIC.
5353 2017] ( #ref-fan2017high ) )
5454
5555\\ \hat{\Omega}\_ {\mathrm{HBIC}} = {\arg\min}\_ {\Omega} \left\\
56- 2\\ \mathrm{nll}(\Omega) + \log\[ \log(n)\]\\ \log(d )\\ \lvert E(\Omega)
56+ 2\\ \mathrm{nll}(\Omega) + \log\[ \log(n)\]\\ \log(p )\\ \lvert E(\Omega)
5757\rvert \right\\ . \\
5858
59595 . \\ K\\ -fold cross validation with negative log-likelihood loss.
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