Bayesian learning in sparse graphical factor models via variational mean-field annealing

zbMATH Open1242.68261MaRDI QIDQ2896103FDOQ2896103

Authors: Ryo Yoshida, Mike West 

Publication date: 13 July 2012

Published in: Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL: http://www.jmlr.org/papers/v11/yoshida10a.html

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zbMATH Keywords

MAP estimationannealinggene expression profilinggraphical factor modelssparse factor analysisvariational mean-field method

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Cited In (11)

• Sparse estimation via nonconcave penalized likelihood in factor analysis model
• Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing
• Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
• Title not available (Why is that?)
• Improving the power of hypothesis tests in sparse contingency tables
• Particle EM for variable selection
• Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’
• Variational learning for rectified factor analysis
• Bayesian Computation in Dynamic Latent Factor Models
• The variational Garrote
• Bayesian joint modeling of chemical structure and dose response curves

Uses Software

• DSPCA

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