Bayesian graphical Lasso models and efficient posterior computation
From MaRDI portal
Publication:2633946
DOI10.1214/12-BA729zbMath1330.62041MaRDI QIDQ2633946
Publication date: 5 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1354024465
graphical Lassocovariance matrix estimationdouble-exponential distributionblock Gibbs sampleradaptive graphical Lassoconstrained parameter spaces
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Graphical methods in statistics (62A09)
Related Items (57)
Bayesian structure learning in sparse Gaussian graphical models ⋮ Approximate Gibbs sampler for Bayesian Huberized lasso ⋮ Adjusted regularization in latent graphical models: application to multiple-neuron spike count data ⋮ Adjusted regularization of cortical covariance ⋮ Bayesian sparse covariance decomposition with a graphical structure ⋮ Bayesian graphical models for modern biological applications ⋮ A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions ⋮ Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation ⋮ Horseshoe shrinkage methods for Bayesian fusion estimation ⋮ Unnamed Item ⋮ A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors ⋮ Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM ⋮ Maximum likelihood estimation of asymmetric double type II Pareto distributions ⋮ Bayesian analysis of nonparanormal graphical models using rank-likelihood ⋮ Scalable Bayesian matrix normal graphical models for brain functional networks ⋮ Incorporating grouping information into Bayesian Gaussian graphical model selection ⋮ Horseshoe Regularisation for Machine Learning in Complex and Deep Models1 ⋮ A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models ⋮ Covariance structure estimation with Laplace approximation ⋮ On Joint Estimation of Gaussian Graphical Models for Spatial and Temporal Data ⋮ Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ ⋮ Group-wise shrinkage estimation in penalized model-based clustering ⋮ An improved modified cholesky decomposition approach for precision matrix estimation ⋮ Post-processed posteriors for sparse covariances ⋮ Multilevel heterogeneous factor analysis and application to ecological momentary assessment ⋮ A Bayesian graphical approach for large-scale portfolio management with fewer historical data ⋮ Partial correlation graphical LASSO ⋮ Precision matrix estimation under the horseshoe-like prior-penalty dual ⋮ A double generalized Pareto distribution ⋮ The Graphical Horseshoe Estimator for Inverse Covariance Matrices ⋮ Accelerating Bayesian Structure Learning in Sparse Gaussian Graphical Models ⋮ A partially confirmatory approach to the multidimensional item response theory with the Bayesian Lasso ⋮ Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer ⋮ Separable factor analysis with applications to mortality data ⋮ Bayesian inference in nonparanormal graphical models ⋮ Using Bayesian latent Gaussian graphical models to infer symptom associations in verbal autopsies ⋮ Large-scale inference of correlation among mixed-type biological traits with phylogenetic multivariate probit models ⋮ Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error ⋮ Bayesian graphical models for differential pathways ⋮ Bayesian Lasso with neighborhood regression method for Gaussian graphical model ⋮ Bayesian structure learning in graphical models ⋮ Bayesian Approaches for Large Biological Networks ⋮ Efficient local updates for undirected graphical models ⋮ Post-processing posteriors over precision matrices to produce sparse graph estimates ⋮ A Gibbs sampler for learning DAG: a unification for discrete and Gaussian domains ⋮ Efficient Adaptive MCMC Through Precision Estimation ⋮ An Expectation Conditional Maximization Approach for Gaussian Graphical Models ⋮ Joint Bayesian estimation of voxel activation and inter-regional connectivity in fMRI experiments ⋮ Inequalities on partial correlations in Gaussian graphical models containing star shapes ⋮ Bayesian discriminant analysis using a high dimensional predictor ⋮ Bayesian Regularization for Graphical Models With Unequal Shrinkage ⋮ Estimating heterogeneous gene regulatory networks from zero-inflated single-cell expression data ⋮ Phylogenetically informed Bayesian truncated copula graphical models for microbial association networks ⋮ Bayesian Joint Modeling of Multiple Brain Functional Networks ⋮ Unnamed Item ⋮ Discussion to: Bayesian graphical models for modern biological applications by Y. Ni, V. Baladandayuthapani, M. Vannucci and F.C. Stingo ⋮ Dynamic and robust Bayesian graphical models
This page was built for publication: Bayesian graphical Lasso models and efficient posterior computation
