scientific article; zbMATH DE number 4211299
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Publication:3358073
independencesparse tablesregressionreduction criterionmultivariate Gaussian distributionmodel selectionmixed variablesmaximum likelihood estimationMarkov propertymarginal distributionsKullback-Leibler information divergenceinverse varianceindependence graphcategorical datahierarchical log-linear modelsgraphical model search strategiesGraphical log-linear modelsgraphical chain modelsgoodness of fit of graphical modelsGaussian modelsfactorization lemmadecompositiondecomposabilitycontingency tablesconditional independence
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- Bayesian learning of graphical vector autoregressions with unequal lag-lengths
- Canonical representation of conditionally specified multivariate discrete distributions
- Conditional independence of multivariate binary data with an application in caries research
- Dimension reduction via principal variables
- Bayesian model determination for multivariate ordinal and binary data
- Test of independence in a \(2\times 2\) contingency table with nonignorable nonresponse via constrained EM algorithm
- Classification in music research
- Testing coefficients of AR and bilinear time series models by a graphical approach
- A conjugate prior for discrete hierarchical log-linear models
- A conditional independence algorithm for learning undirected graphical models
- Graphical models for associations between variables, some of which are qualitative and some quantitative
- Characterizing the principle of minimum cross-entropy within a conditional-logical framework
- The analysis of survey data
- Generalized graphical models for discrete data
- Conditional iterative proportional fitting for Gaussian distributions
- Normal linear regression models with recursive graphical Markov structure
- Image analysis with partially ordered Markov models.
- Lattice conditional independence models for contingency tables with non-monotone missing data patterns
- A new algorithm for the maximum likelihood estimation of graphical log-linear models
- Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus
- A comparison of graphical techniques for decision analysis
- A characterization of Markov equivalence classes for acyclic digraphs
- A calculus of stochastic systems for the specification, simulation, and hidden state estimation of mixed stochastic/nonstochastic systems
- Penalized likelihood estimation: Convergence under incorrect model
- Propagating imprecise probabilities in Bayesian networks
- A characterization of moral transitive acyclic directed graph Markov models as labeled trees.
- Bayesian graphical model determination using decision theory
- Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data
- Factorization of posteriors and partial imputation algorithm for graphical models with missing data.
- Consistent model selection based on parameter estimates.
- Structural decompositions of multivariate distributions with applications in moment and cumulant.
- Confounding and collapsibility in causal inference
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
- Hyper-EM for large recursive models of categorical variables.
- The construction of multivariate distributions from Markov random fields
- Multivariate dispersion models
- Linear dependencies represented by chain graphs. With comments and a rejoinder by the authors
- The L-separation criterion for description of cs-independence models
- Graphical dynamic linear models: Specification, use and graphical transformations
- Computing posterior upper expectations
- Dependence properties of conditional distributions of some copula models
- Copula in a multivariate mixed discrete-continuous model
- Ridge estimation of inverse covariance matrices from high-dimensional data
- Conditional independence graph for nonlinear time series and its application to international financial markets
- Collapsibility of some association measures and survival models
- Labeled directed acyclic graphs: a generalization of context-specific independence in directed graphical models
- General theory for stochastic admixture graphs and \(F\)-statistics
- Maximum likelihood threshold and generic completion rank of graphs
- Covariance-insured screening
- Modeling systemic risk with Markov switching graphical SUR models
- Exceptional model mining. Exceptional model mining, supervised descriptive local pattern mining with complex target concepts
- Optimal Gaussian approximations to the posterior for log-linear models with Diaconis-Ylvisaker priors
- Uniform asymptotic normality of the matrix-variate beta-distribution
- A divide-and-conquer algorithm for generating Markov bases of multi-way tables
- Normative selection of Bayesian networks
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
- The location model for mixtures of categorical and continuous variables
- Symmetry and lattice conditional independence in a multivariate normal distribution
- On chain graph models for description of conditional independence structures
- A graphical characterization of the largest chain graphs
- A characterization of Markov equivalence for directed cyclic graphs
- A recovery algorithm for chain graphs
- Stratified exponential families: Graphical models and model selection
- Separation and completeness properties for AMP chain graph Markov models.
- Ancestral graph Markov models.
- Reasoning from non-stationarity
- The size distribution for Markov equivalence classes of acyclic digraph models.
- Bayesian networks for discrete multivariate data: An algebraic approach to inference
- Statistics and causal inference: A review. (With discussion)
- Linear and graphical models for the multivariate complex normal distribution
- Correspondence analysis and association models constrained by a conditional independence graph
- Bayes factors for zero partial covariances
- On the relation between conditional independence models determined by finite distributive lattices and by directed acyclic graphs
- Multigraph representations of hierarchical loglinear models
- Effect of data transformations on predictive risk indicators
- Sequences of regressions and their independences
- Structural learning for Bayesian networks by testing complete separators in prime blocks
- Bootstrap inference for network construction with an application to a breast cancer microarray study
- High-dimensional structure learning of binary pairwise Markov networks: a comparative numerical study
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Mutual conditional independence and its applications to model selection in Markov networks
- Context-specific independencies in stratified chain regression graphical models
- Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models
- High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood
- On the interpretation of inflated correlation path weights in concentration graphs
- A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models
- Detection of hubs in complex networks by the Laplacian matrix
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- Efficient identification of independence networks using mutual information
- Extracting informative variables in the validation of two-group causal relationship
- Estimating and modeling spatio-temporal correlation structures for river monitoring networks
- Variational approximations for categorical causal modeling with latent variables
- Prediction and classification in nonlinear data analysis: something old, something new, something borrowed, something blue
- Locally dependent latent trait model for polytomous responses with application to inventory of hostility
- Collapsibility of contingency tables based on conditional models
- A review of Gaussian Markov models for conditional independence
- A Kendall correlation coefficient between functional data
- Modeling association in microbial communities with clique loglinear models
- Book review of: N. Fenton and M. Neil, Risk assessment and decision analysis with Bayesian networks
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