Sparse covariance estimation in heterogeneous samples (Q1952215): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Sparse covariance estimation in heterogeneous samples	scientific article

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scholarly article

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Sparse covariance estimation in heterogeneous samples (English)

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Abel Rodríguez

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Electronic Journal of Statistics

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publication date

28 May 2013

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full work available at URL

https://arxiv.org/abs/1001.4208

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https://projecteuclid.org/euclid.ejs/1316092866

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zbMATH Keywords

covariance selection

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Gaussian graphical model

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mixture model

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Dirichlet process

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hidden Markov model

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nonparametric Bayes inference

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems

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A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models

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Vines -- a new graphical model for dependent random variables.

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Posterior model probabilities via path‐based pairwise priors

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Ferguson distributions via Polya urn schemes

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Inference in hidden Markov models.

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Simulation of hyper-inverse Wishart distributions in graphical models

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Dynamic matrix-variate graphical models

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Hyper Markov laws in the statistical analysis of decomposable graphical models

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Conjugate priors for exponential families

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Sparse graphical models for exploring gene expression data

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Bayesian Inference for General Gaussian Graphical Models With Application to Multivariate Lattice Data

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Bayesian Density Estimation and Inference Using Mixtures

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A Bayesian analysis of some nonparametric problems

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Prior distributions on spaces of probability measures

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Bayesian regularization for normal mixture estimation and model-based clustering

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Modelling Heterogeneity With and Without the Dirichlet Process

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Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

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Joint estimation of multiple graphical models

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Building hyper Dirichlet processes for graphical models

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Gibbs Sampling Methods for Stick-Breaking Priors

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Splitting and merging components of a nonconjugate Dirichlet process mixture model

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Experiments in stochastic computation for high-dimensional graphical models

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Defining predictive probability functions for species sampling models

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Copula Gaussian graphical models and their application to modeling functional disability data

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Wishart distributions for decomposable graphs

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The Multiple-Try Method and Local Optimization in Metropolis Sampling

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On a class of Bayesian nonparametric estimates: I. Density estimates

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Bayesian curve fitting using multivariate normal mixtures

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A Method for Combining Inference Across Related Nonparametric Bayesian Models

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Discrete random probability measures: a general framework for nonparametric Bayesian in\-fer\-ence

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Exchangeable and partially exchangeable random partitions

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Bayesian Clustering and Product Partition Models

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Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models

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Bayesian nonparametric functional data analysis through density estimation

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Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models

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Dealing With Label Switching in Mixture Models

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Hierarchical Dirichlet Processes

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High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression

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Sampling the Dirichlet Mixture Model with Slices

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Simulation of hyper-inverse Wishart distributions for non-decomposable graphs

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Dynamic financial index models: modeling conditional dependencies via graphs

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Bayesian analysis of matrix normal graphical models

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Bayesian forecasting and dynamic models.

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Identifiers

zbMATH Open document ID

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10.1214/11-EJS634

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1952215

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