Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
From MaRDI portal
Publication:2233583
Recommendations
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation
- Quasi-Bayesian estimation of large Gaussian graphical models
- Bayesian structure learning in graphical models
- Posterior convergence rates for estimating large precision matrices using graphical models
- Bayesian regularization of Gaussian graphical models with measurement error
Cites work
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- An Imputation–Regularized Optimization Algorithm for High Dimensional Missing Data Problems and Beyond
- Bayesian discriminant analysis using a high dimensional predictor
- Bayesian graphical Lasso models and efficient posterior computation
- Bayesian linear regression for multivariate responses under group sparsity
- Bayesian regularization for graphical models with unequal shrinkage
- Bayesian regularization of Gaussian graphical models with measurement error
- Bayesian structure learning in graphical models
- Bayesian structure learning in sparse Gaussian graphical models
- Cholesky decomposition of a hyper inverse Wishart matrix
- Convergence rates of posterior distributions.
- Fundamentals of nonparametric Bayesian inference
- High dimensional covariance matrix estimation using a factor model
- High-dimensional covariance matrix estimation in approximate factor models
- Latent variable models and factor analysis. A unified approach
- Measurement Error in Nonlinear Models
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Network exploration via the adaptive LASSO and SCAD penalties
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Posterior convergence rates for estimating large precision matrices using graphical models
- Simulation-Extrapolation Estimation in Parametric Measurement Error Models
- Sparse inverse covariance estimation with the graphical lasso
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Unified Bayesian theory of sparse linear regression with nuisance parameters
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(3)
This page was built for publication: Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2233583)
