Scaling it up: stochastic search structure learning in graphical models

DOI10.1214/14-BA916zbMath1335.62068arXiv1505.01687OpenAlexW3101022954MaRDI QIDQ273600

Hao Wang

Publication date: 22 April 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.01687

zbMATH Keywords

Bayesian inferenceundirected graphcredit default swapbi-directed graphblock Gibbsconcentration graph modelscovariance graph modelsstructural learning

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Graphical methods in statistics (62A09)

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Uses Software

• glasso
• spcov
• HdBCS

Cites Work

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