Bayesian structure learning in graphical models
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Publication:2018602
DOI10.1016/J.JMVA.2015.01.015zbMATH Open1308.62119DBLPjournals/ma/BanerjeeG15OpenAlexW1994598462WikidataQ57438006 ScholiaQ57438006MaRDI QIDQ2018602FDOQ2018602
Subhashis Ghosal, Sayantan Banerjee
Publication date: 24 March 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.01.015
Recommendations
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- Bayesian graphical Lasso models and efficient posterior computation
- Bayesian structure learning in sparse Gaussian graphical models
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- Posterior convergence rates for estimating large precision matrices using graphical models
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)
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Cited In (52)
- A new approach for ultrahigh dimensional precision matrix estimation
- Development of network-guided transcriptomic risk score for disease prediction
- A permutation-based Bayesian approach for inverse covariance estimation
- Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes
- Bayesian graph selection consistency under model misspecification
- Estimating Large Precision Matrices via Modified Cholesky Decomposition
- Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
- Title not available (Why is that?)
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
- Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
- Adjusted regularization in latent graphical models: application to multiple-neuron spike count data
- Quasi-Bayesian estimation of large Gaussian graphical models
- Discussion to: Bayesian graphical models for modern biological applications by Y. Ni, V. Baladandayuthapani, M. Vannucci and F.C. Stingo
- On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models
- Bayesian Models for Directed Graphs
- Title not available (Why is that?)
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors
- Empirical Bayesian learning in AR graphical models
- Bayesian linear regression for multivariate responses under group sparsity
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- Oracle posterior contraction rates under hierarchical priors
- Bayesian joint inference for multiple directed acyclic graphs
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- Learning Moral Graphs in Construction of High-Dimensional Bayesian Networks for Mixed Data
- A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models
- Covariance structure estimation with Laplace approximation
- Bayesian inference for high-dimensional decomposable graphs
- Structure learning in Bayesian networks using regular vines
- Nonparametric Bayesian label prediction on a graph
- Bayesian discriminant analysis using a high dimensional predictor
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- Partial correlation graphical LASSO
- Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- A Gibbs sampler for learning DAG: a unification for discrete and Gaussian domains
- Robust sparse precision matrix estimation for high-dimensional compositional data
- Precision matrix estimation under the horseshoe-like prior-penalty dual
- High dimensional posterior convergence rates for decomposable graphical models
- Bayesian inference in nonparanormal graphical models
- Bayesian Inference for Gaussian Graphical Models Beyond Decomposable Graphs
- D-trace estimation of a precision matrix using adaptive lasso penalties
- The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
- Joint variable selection and network modeling for detecting eQTLs
- Posterior convergence rates for high-dimensional precision matrix estimation using \(G\)-Wishart priors
- Bayesian bandwidth test and selection for high-dimensional banded precision matrices
- Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models
- Bayesian analysis of nonparanormal graphical models using rank-likelihood
- Scalable Bayesian high-dimensional local dependence learning
- Bayesian Regularization for Graphical Models With Unequal Shrinkage
- The Graphical Horseshoe Estimator for Inverse Covariance Matrices
- Learning Graphical Models From the Glauber Dynamics
- Post-processed posteriors for sparse covariances
Uses Software
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