Bayesian Lasso with neighborhood regression method for Gaussian graphical model

DOI10.1007/s10255-017-0676-zzbMath1368.62065OpenAlexW2608029474MaRDI QIDQ2013049

Fan-qun Li, Xin Sheng Zhang

Publication date: 3 August 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-017-0676-z

zbMATH Keywords

regressionGaussian graphical modelprecision matrixBayesian LassoFrobenius loss

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Related Items

Comparing dependent undirected Gaussian networks

Uses Software

• glasso
• HdBCS

Cites Work

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