Learning Gaussian graphical models with fractional marginal pseudo-likelihood

DOI10.1016/J.IJAR.2017.01.001zbMath1407.62193arXiv1602.07863OpenAlexW2280142937WikidataQ58935674 ScholiaQ58935674MaRDI QIDQ518603

Teemu Roos, Janne Leppä-aho, Johan Pensar, Jukka Corander

Publication date: 29 March 2017

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.07863

zbMATH Keywords

model selectionapproximate likelihoodGaussian graphical modelsstructure learningfractional Bayes factors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (4)

Bayesian model selection approach for coloured graphical Gaussian models ⋮ Prior distributions for objective Bayesian analysis ⋮ Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison ⋮ High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood

Uses Software

• glasso
• BayesDA
• BDgraph
• FBFsearch
• brainwaver
• HdBCS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Parameter priors for directed acyclic graphical models and the characterization of several probability distributions
• Sparse inverse covariance estimation with the graphical lasso
• Bayesian structure learning in sparse Gaussian graphical models
• Scaling it up: stochastic search structure learning in graphical models
• The max-min hill-climbing Bayesian network structure learning algorithm
• The performance of covariance selection methods that consider decomposable models only
• Towards scalable and data efficient learning of Markov boundaries
• On the choice of a model to fit data from an exponential family
• On predictive least squares principles
• Sparse graphical models for exploring gene expression data
• Experiments in stochastic computation for high-dimensional graphical models
• High-dimensional graphs and variable selection with the Lasso
• 10.1162/153244301753344614
• Efficient estimation of covariance selection models
• Objective Bayes Factors for Gaussian Directed Acyclic Graphical Models
• Bayesian Inference for General Gaussian Graphical Models With Application to Multivariate Lattice Data
• Objective Bayesian model selection in Gaussian graphical models
• 10.1162/153244303321897717
• Robust Gaussian Graphical Modeling Via l₁ Penalization
• Partial Correlation Estimation by Joint Sparse Regression Models
• A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
• Efficient local updates for undirected graphical models

This page was built for publication: Learning Gaussian graphical models with fractional marginal pseudo-likelihood