Bayesian joint inference for multiple directed acyclic graphs
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Publication:2146452
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Cites work
- scientific article; zbMATH DE number 4070082 (Why is no real title available?)
- scientific article; zbMATH DE number 720676 (Why is no real title available?)
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data
- An invariant form for the prior probability in estimation problems
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- Bayesian fractional posteriors
- Bayesian inference of multiple Gaussian graphical models
- Bayesian modeling of multiple structural connectivity networks during the progression of Alzheimer's disease
- Bayesian structure learning in graphical models
- Consistency of Bayesian linear model selection with a growing number of parameters
- Empirical Bayes posterior concentration in sparse high-dimensional linear models
- Estimating large precision matrices via modified Cholesky decomposition
- Exact estimation of multiple directed acyclic graphs
- Extended Bayesian information criteria for model selection with large model spaces
- Heterogeneous reciprocal graphical models
- High-dimensional joint estimation of multiple directed Gaussian graphical models
- Joint estimation of multiple high-dimensional precision matrices
- Joint skeleton estimation of multiple directed acyclic graphs for heterogeneous population
- Learning local dependence in ordered data
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- On the computational complexity of high-dimensional Bayesian variable selection
- Optimal rates of convergence for covariance matrix estimation
- Optimal rates of convergence for sparse covariance matrix estimation
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
- Regularized estimation of large covariance matrices
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
Cited in
(11)- Bayesian Multi-Task Variable Selection with an Application to Differential DAG Analysis
- Bayesian joint modeling of multiple brain functional networks
- Joint skeleton estimation of multiple directed acyclic graphs for heterogeneous population
- Bayesian inference of multiple Gaussian graphical models
- Joint estimation of multiple graphical models from high dimensional time series
- Simultaneous inference for pairwise graphical models with generalized score matching
- High-dimensional joint estimation of multiple directed Gaussian graphical models
- Bayesian Models for Directed Graphs
- Toward a multisubject analysis of neural connectivity
- Exact estimation of multiple directed acyclic graphs
- Joint estimation of heterogeneous exponential Markov random fields through an approximate likelihood inference
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