Bayesian structure learning in graphical models
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
- A well-conditioned estimator for large-dimensional covariance matrices
- Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
- Bayesian graphical Lasso models and efficient posterior computation
- Cholesky decomposition of a hyper inverse Wishart matrix
- Convergence rates of posterior distributions.
- Covariance matrix selection and estimation via penalised normal likelihood
- Covariance regularization by thresholding
- Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
- Fast Bayesian model assessment for nonparametric additive regression
- Flexible covariance estimation in graphical Gaussian models
- Generalized thresholding of large covariance matrices
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5281111 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- Hyper Markov laws in the statistical analysis of decomposable graphical models
- Joint estimation of multiple graphical models
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Optimal rates of convergence for covariance matrix estimation
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Posterior convergence rates for estimating large precision matrices using graphical models
- Regularized estimation of large covariance matrices
- Sparse graphical models for exploring gene expression data
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparsistency and rates of convergence in large covariance matrix estimation
- The Bayesian Lasso
- The huge Package for High-dimensional Undirected Graph Estimation in R
- The nonparanormal: semiparametric estimation of high dimensional undirected graphs
- Wishart distributions for decomposable graphs
Cited in
(82)- Adjusted regularization in latent graphical models: application to multiple-neuron spike count data
- Structure learning in Bayesian networks using regular vines
- Nonparametric Bayesian label prediction on a graph
- Gaussian variational approximation with sparse precision matrices
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Oracle posterior contraction rates under hierarchical priors
- Bayesian inference for high-dimensional decomposable graphs
- The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
- Bayesian joint inference for multiple directed acyclic graphs
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- Bayesian linear regression for multivariate responses under group sparsity
- Joint variable selection and network modeling for detecting eQTLs
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors
- Bayesian graph selection consistency under model misspecification
- Bayesian inference in nonparanormal graphical models
- Bayesian bandwidth test and selection for high-dimensional banded precision matrices
- Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
- Quasi-Bayesian estimation of large Gaussian graphical models
- Empirical Bayesian learning in AR graphical models
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- Post-processing posteriors over precision matrices to produce sparse graph estimates
- Bayesian discriminant analysis using a high dimensional predictor
- D-trace estimation of a precision matrix using adaptive lasso penalties
- Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models
- Bayesian graphical Lasso models and efficient posterior computation
- Robust sparse precision matrix estimation for high-dimensional compositional data
- Bayesian analysis of nonparanormal graphical models using rank-likelihood
- Bayesian structure learning in sparse Gaussian graphical models
- Scaling it up: stochastic search structure learning in graphical models
- Bayesian learning in sparse graphical factor models via variational mean-field annealing
- Bayesian inference for general Gaussian graphical models with application to multivariate lattice data
- A Gibbs sampler for learning DAG: a unification for discrete and Gaussian domains
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- scientific article; zbMATH DE number 5769726 (Why is no real title available?)
- Objective priors for generative star-shape models
- Posterior convergence rates for estimating large precision matrices using graphical models
- Bayesian Models for Directed Graphs
- Approximate Bayesian estimation in large coloured graphical Gaussian models
- Bayesian Inference for Gaussian Graphical Models Beyond Decomposable Graphs
- Estimating large precision matrices via modified Cholesky decomposition
- GemBag: group estimation of multiple Bayesian graphical models
- Bayesian Estimation of Gaussian Conditional Random Fields
- A permutation-based Bayesian approach for inverse covariance estimation
- Fast Bayesian inference in large Gaussian graphical models
- Learning Moral Graphs in Construction of High-Dimensional Bayesian Networks for Mixed Data
- Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
- Learning Gaussian graphical models with fractional marginal pseudo-likelihood
- scientific article; zbMATH DE number 7108296 (Why is no real title available?)
- Closed-form Bayesian inference of graphical model structures by averaging over trees
- Bayesian regularization for graphical models with unequal shrinkage
- Learning Graphical Models From the Glauber Dynamics
- Concave penalized estimation of sparse Gaussian Bayesian networks
- On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models
- Discussion to: Bayesian graphical models for modern biological applications by Y. Ni, V. Baladandayuthapani, M. Vannucci and F.C. Stingo
- The Graphical Horseshoe Estimator for Inverse Covariance Matrices
- A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models
- Covariance structure estimation with Laplace approximation
- Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+
- Scalable Bayesian high-dimensional local dependence learning
- A Bayesian approach for partial Gaussian graphical models with sparsity
- Post-processed posteriors for sparse covariances
- Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes
- Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition
- Partial correlation graphical LASSO
- Precision matrix estimation under the horseshoe-like prior-penalty dual
- Posterior convergence rates for high-dimensional precision matrix estimation using \(G\)-Wishart priors
- Development of network-guided transcriptomic risk score for disease prediction
- A new approach for ultrahigh dimensional precision matrix estimation
- Maximum a posteriori estimation in graphical models using local linear approximation
- Concentration of a sparse Bayesian model with horseshoe prior in estimating high-dimensional precision matrix
- Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions
- Consistent and scalable Bayesian joint variable and graph selection for disease diagnosis leveraging functional brain network
- Sparse inverse covariance selection with mass-nonlocal priors
- Simultaneous Estimation of Many Sparse Networks via Hierarchical Poisson Log-Normal Model
- Bayesian inference in high-dimensional models
- Bayesian scalable precision factor analysis for Gaussian graphical models
- Scalable network-driven variable selection in Bayesian linear regression
- Covariance matrix completion via auxiliary information
- High dimensional posterior convergence rates for decomposable graphical models
- On the prior and posterior distributions used in graphical modelling
- A sparse matrix approach to Bayesian computation in large linear models
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