Quasi-Bayesian estimation of large Gaussian graphical models
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Publication:2274970
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Cites work
- scientific article; zbMATH DE number 5849508 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
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- High dimensional inverse covariance matrix estimation via linear programming
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- Partial correlation estimation by joint sparse regression models
- Reconstruction From Anisotropic Random Measurements
- Restricted eigenvalue properties for correlated Gaussian designs
- Sparse matrix inversion with scaled Lasso
- Sparse permutation invariant covariance estimation
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- The Bayesian Lasso
- The Bayesian covariance lasso
- The horseshoe estimator for sparse signals
Cited in
(24)- Approximate Bayesian estimation in large coloured graphical Gaussian models
- Concentration of a sparse Bayesian model with horseshoe prior in estimating high-dimensional precision matrix
- Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
- Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition
- Fitting very large sparse Gaussian graphical models
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Bayesian regularization for graphical models with unequal shrinkage
- Post-processing posteriors over precision matrices to produce sparse graph estimates
- Algorithm 1045: a covariate-dependent approach to Gaussian graphical modeling in R
- Posterior convergence rates for estimating large precision matrices using graphical models
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models
- Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Bayesian graphical Lasso models and efficient posterior computation
- On the contraction properties of some high-dimensional quasi-posterior distributions
- Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison
- Estimating a smooth function on a large graph by Bayesian Laplacian regularisation
- Fast Bayesian inference in large Gaussian graphical models
- Bayesian structure learning in graphical models
- Innovated scalable efficient estimation in ultra-large Gaussian graphical models
- Quantile graphical models: a Bayesian approach
- Bayesian estimation of large precision matrix based on Cholesky decomposition
- Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models
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