A permutation-based Bayesian approach for inverse covariance estimation
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Cites work
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
- Bayesian structure learning in graphical models
- Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
- Covariance regularization by thresholding
- Estimating high-dimensional directed acyclic graphs with the PC-algorithm
- Estimation of covariance matrix via the sparse Cholesky factor with lasso
- High dimensional posterior convergence rates for decomposable graphical models
- High dimensional sparse covariance estimation via directed acyclic graphs
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
- Posterior convergence rates for estimating large precision matrices using graphical models
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
- Regularized estimation of large covariance matrices
- Spectrum estimation for large dimensional covariance matrices using random matrix theory
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