Bayesian Estimation of Gaussian Conditional Random Fields
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Bayesian linear regression with sparse priors
- Bayesian regularization for graphical models with unequal shrinkage
- Bayesian variable selection with shrinking and diffusing priors
- Covariance regularization by thresholding
- Covariance-regularized regression and classification for high dimensional problems
- Covariate-adjusted precision matrix estimation with an application in genetical genomics
- EMVS: the EM approach to Bayesian variable selection
- Financial risk modelling and portfolio optimization with R
- Graphical model selection for Gaussian conditional random fields in the presence of latent variables
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- High-dimensional graphs and variable selection with the Lasso
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Nearly unbiased variable selection under minimax concave penalty
- Partial Gaussian Graphical Model Estimation
- Partial correlation estimation by joint sparse regression models
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Sparse inverse covariance estimation with the graphical lasso
- Sparsistency and rates of convergence in large covariance matrix estimation
- Spike and slab variable selection: frequentist and Bayesian strategies
- Support recovery without incoherence: a case for nonconvex regularization
- The Bayesian Lasso
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The spike-and-slab LASSO
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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