Bayesian estimation of large precision matrix based on Cholesky decomposition
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Publication:2311706
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Bayesian empirical likelihood for quantile regression
- Bayesian inference of multiple Gaussian graphical models
- Bayesian structure learning in sparse Gaussian graphical models
- Bayesian variable selection with shrinking and diffusing priors
- Covariance matrix selection and estimation via penalised normal likelihood
- Double penalized variable selection procedure for partially linear models with longitudinal data
- Efficient estimation of covariance selection models
- Generalized double Pareto shrinkage
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Model detection and variable selection for varying coefficient models with longitudinal data
- Model selection and estimation in the Gaussian graphical model
- Network exploration via the adaptive LASSO and SCAD penalties
- Parsimonious Covariance Matrix Estimation for Longitudinal Data
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Sparse inverse covariance estimation with the graphical lasso
- The Bayesian Lasso
- The horseshoe estimator for sparse signals
Cited in
(7)- Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition
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- Hyper Markov law in undirected graphical models with its applications
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