On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models (Q5880097)

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On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models

scientific article; zbMATH DE number 7660281

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English	On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models	scientific article; zbMATH DE number 7660281

Statements

instance of

scholarly article

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title

On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models (English)

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Statistical Theory and Related Fields

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publication date

7 March 2023

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zbMATH Keywords

Bayesian DAG models

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non-local priors

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high-dimensional data

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posterior consistency

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graph selection

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/24754269.2021.1963182

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cites work

Objective Bayesian search of Gaussian directed acyclic graphical models for ordered variables with non-local priors

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Posterior convergence rates for estimating large precision matrices using graphical models

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Bayesian structure learning in graphical models

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Joint high-dimensional Bayesian variable and covariance selection with an application to eQTL analysis

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Regularized estimation of large covariance matrices

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A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation

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Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models

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High-dimensional posterior consistency for hierarchical non-local priors in regression

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Objective Bayesian model selection in Gaussian graphical models

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Spectrum estimation for large dimensional covariance matrices using random matrix theory

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Covariance matrix selection and estimation via penalised normal likelihood

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On the use of non-local prior densities in Bayesian hypothesis tests

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Bayesian model selection in high-dimensional settings

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Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors

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Mixtures of <i>g</i> Priors for Bayesian Variable Selection

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Bayesian variable selection with shrinking and diffusing priors

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Bayesian graph selection consistency under model misspecification

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Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters

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Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings

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Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs

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Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks

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\(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs

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High dimensional posterior convergence rates for decomposable graphical models

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On the computational complexity of high-dimensional Bayesian variable selection

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Learning local dependence in ordered data

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Sparse precision matrix estimation via lasso penalized D-trace loss

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Identifiers

DOI

10.1080/24754269.2021.1963182

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models