Bayesian sparse covariance decomposition with a graphical structure
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Publication:2631381
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Cites work
- scientific article; zbMATH DE number 3635280 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 2063756 (Why is no real title available?)
- scientific article; zbMATH DE number 1907205 (Why is no real title available?)
- scientific article; zbMATH DE number 3390110 (Why is no real title available?)
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
- A covariance regression model
- A well-conditioned estimator for large-dimensional covariance matrices
- Adaptive thresholding for sparse covariance matrix estimation
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- Bayesian sparse graphical models for classification with application to protein expression data
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- Covariance regularization by thresholding
- Decomposable graphical Gaussian model determination
- Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
- Efficient estimation of covariance selection models
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- High dimensional covariance matrix estimation using a factor model
- High-dimensional sparse factor modeling: applications in gene expression genomics
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
- Hyper Markov laws in the statistical analysis of decomposable graphical models
- Identifiability, Improper Priors, and Gibbs Sampling for Generalized Linear Models
- Latent variable graphical model selection via convex optimization
- Miscellanea. Identification of a single-factor model using graphical Gaussian rules
- Model Averaging and Dimension Selection for the Singular Value Decomposition
- Model selection and estimation in the Gaussian graphical model
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- On consistency and sparsity for principal components analysis in high dimensions
- On identification of multi-factor models with correlated residuals
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Rank-Sparsity Incoherence for Matrix Decomposition
- Regularized estimation of large covariance matrices
- Robust principal component analysis?
- Sparse Bayesian infinite factor models
- Sparse estimation of a covariance matrix
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Sparse inverse covariance estimation with the graphical lasso
- The Matrix-Logarithmic Covariance Model
Cited in
(5)- Sparse directed acyclic graphs incorporating the covariates
- Bayesian Orthogonal Component Analysis for Sparse Representation
- Structured prior distributions for the covariance matrix in latent factor models
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
- Models of random sparse eigenmatrices and Bayesian analysis of multivariate structure
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