High-Dimensional Covariate-Dependent Gaussian Graphical Models
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Cites work
- A note on pseudolikelihood constructed from marginal densities
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- Bayesian graphical regression
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- Bayesian structure learning in sparse Gaussian graphical models
- Composite likelihood Bayesian information criteria for model selection in high-dimensional data
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
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- Estimating networks with jumps
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- Estimating time-varying networks
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- Joint estimation of multiple graphical models
- Maximum likelihood estimation for linear Gaussian covariance models
- Maximum likelihood estimation in Gaussian models under total positivity
- Model selection in the space of Gaussian models invariant by symmetry
- Network exploration via the adaptive LASSO and SCAD penalties
- Nonparametric covariance model
- On composite likelihoods in statistical genetics
- On composite marginal likelihoods
- Pathwise coordinate optimization
- SparseNet: coordinate descent with nonconvex penalties
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- Time varying undirected graphs
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