Bayesian structure learning in graphical models
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Publication:2018602
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- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
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- 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
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- Joint estimation of multiple graphical models
- Model selection and estimation in the Gaussian graphical model
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- Operator norm consistent estimation of large-dimensional sparse covariance matrices
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- Posterior convergence rates for estimating large precision matrices using graphical models
- Regularized estimation of large covariance matrices
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Cited in
(71)- Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition
- A new approach for ultrahigh dimensional precision matrix estimation
- Development of network-guided transcriptomic risk score for disease prediction
- Precision matrix estimation under the horseshoe-like prior-penalty dual
- Posterior convergence rates for high-dimensional precision matrix estimation using \(G\)-Wishart priors
- Partial correlation graphical LASSO
- Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes
- Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+
- Post-processed posteriors for sparse covariances
- A Bayesian approach for partial Gaussian graphical models with sparsity
- Scalable Bayesian high-dimensional local dependence learning
- A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models
- Discussion to: Bayesian graphical models for modern biological applications by Y. Ni, V. Baladandayuthapani, M. Vannucci and F.C. Stingo
- Covariance structure estimation with Laplace approximation
- Robust sparse precision matrix estimation for high-dimensional compositional data
- On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models
- Scaling it up: stochastic search structure learning in graphical models
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
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- Structure learning in Bayesian networks using regular vines
- Bayesian inference for high-dimensional decomposable graphs
- Nonparametric Bayesian label prediction on a graph
- Bayesian Inference for Gaussian Graphical Models Beyond Decomposable Graphs
- Objective priors for generative star-shape models
- Concave penalized estimation of sparse Gaussian Bayesian networks
- Bayesian discriminant analysis using a high dimensional predictor
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- High dimensional posterior convergence rates for decomposable graphical models
- Fast Bayesian inference in large Gaussian graphical models
- Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
- scientific article; zbMATH DE number 7370571 (Why is no real title available?)
- Bayesian regularization for graphical models with unequal shrinkage
- Estimating large precision matrices via modified Cholesky decomposition
- Bayesian structure learning in sparse Gaussian graphical models
- Joint variable selection and network modeling for detecting eQTLs
- Bayesian learning in sparse graphical factor models via variational mean-field annealing
- A permutation-based Bayesian approach for inverse covariance estimation
- The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- The Graphical Horseshoe Estimator for Inverse Covariance Matrices
- Bayesian Models for Directed Graphs
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- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- Bayesian inference in nonparanormal graphical models
- Empirical Bayesian learning in AR graphical models
- Oracle posterior contraction rates under hierarchical priors
- Bayesian graphical Lasso models and efficient posterior computation
- On the prior and posterior distributions used in graphical modelling
- Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models
- Learning Gaussian graphical models with fractional marginal pseudo-likelihood
- A Gibbs sampler for learning DAG: a unification for discrete and Gaussian domains
- Bayesian linear regression for multivariate responses under group sparsity
- Post-processing posteriors over precision matrices to produce sparse graph estimates
- Posterior convergence rates for estimating large precision matrices using graphical models
- Bayesian graph selection consistency under model misspecification
- Bayesian inference for general Gaussian graphical models with application to multivariate lattice data
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Quasi-Bayesian estimation of large Gaussian graphical models
- Closed-form Bayesian inference of graphical model structures by averaging over trees
- Bayesian joint inference for multiple directed acyclic graphs
- D-trace estimation of a precision matrix using adaptive lasso penalties
- Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
- Bayesian analysis of nonparanormal graphical models using rank-likelihood
- scientific article; zbMATH DE number 5769726 (Why is no real title available?)
- Learning Moral Graphs in Construction of High-Dimensional Bayesian Networks for Mixed Data
- A sparse matrix approach to Bayesian computation in large linear models
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