Bayesian scalable precision factor analysis for Gaussian graphical models
From MaRDI portal
Cites work
- A Bayesian analysis of some nonparametric problems
- A Bayesian approach for estimating dynamic functional network connectivity in fMRI data
- A Bayesian graphical model for ChIP-Seq data on histone modifications
- A direct sampler for G-Wishart variates
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
- Accelerating Bayesian Structure Learning in Sparse Gaussian Graphical Models
- An improved modified cholesky decomposition approach for precision matrix estimation
- Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
- Bayesian cluster analysis: point estimation and credible balls (with discussion)
- Bayesian cumulative shrinkage for infinite factorizations
- Bayesian Density Estimation and Inference Using Mixtures
- Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
- Bayesian generalized low rank regression models for neuroimaging phenotypes and genetic markers
- Bayesian graphical Lasso models and efficient posterior computation
- Bayesian Inference for Gaussian Graphical Models Beyond Decomposable Graphs
- Bayesian inference for general Gaussian graphical models with application to multivariate lattice data
- Bayesian inference of multiple Gaussian graphical models
- Bayesian joint modeling of multiple brain functional networks
- Bayesian learning in sparse graphical factor models via variational mean-field annealing
- Bayesian regularization for graphical models with unequal shrinkage
- Bayesian structure learning in graphical models
- Bayesian structure learning in sparse Gaussian graphical models
- Clustering consistency with Dirichlet process mixtures
- Dirichlet-Laplace priors for optimal shrinkage
- Efficient Bayesian inference for Gaussian copula regression models
- Efficient Bayesian regularization for graphical model selection
- Experiments in stochastic computation for high-dimensional graphical models
- First-Order Methods for Sparse Covariance Selection
- Fundamentals of nonparametric Bayesian inference
- Heterogeneous large datasets integration using Bayesian factor regression
- High-dimensional covariance estimation
- High-dimensional covariance matrix estimation in approximate factor models
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5769726 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
- Hyper Markov laws in the statistical analysis of decomposable graphical models
- Large covariance estimation through elliptical factor models
- Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Non-marginal decisions: a novel Bayesian multiple testing procedure
- Objective Bayesian model selection in Gaussian graphical models
- On Joint Estimation of Gaussian Graphical Models for Spatial and Temporal Data
- Optimal Sample Size for Multiple Testing
- Partial correlation estimation by joint sparse regression models
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- Probabilistic graphical models.
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Sampling decomposable graphs using a Markov chain on junction trees
- Simulation of hyper-inverse Wishart distributions in graphical models
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- Sparse Bayesian infinite factor models
- Sparse Bayesian time-varying covariance estimation in many dimensions
- Sparse graphical models for exploring gene expression data
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Statistical decision theory and Bayesian analysis. 2nd ed
- The Bayesian covariance lasso
- The Graphical Horseshoe Estimator for Inverse Covariance Matrices
- The graphical lasso: new insights and alternatives
- The nonparanormal: semiparametric estimation of high dimensional undirected graphs
This page was built for publication: Bayesian scalable precision factor analysis for Gaussian graphical models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7309906)