Covariance decomposition in undirected Gaussian graphical models

DOI10.1093/BIOMET/92.4.779zbMATH Open1160.62328OpenAlexW2136341500MaRDI QIDQ3545403FDOQ3545403

Authors Beatrix Jones, Mike West

Publication date 10 December 2008

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/2b1f34ccf5c1e16c4f134c205492132ac2f47d7d

zbMATH Keywords

covariance selectionconditional independenceconcentration graphpath analysisgene expression data

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of graph theory (05C90) Directed graphs (digraphs), tournaments (05C20)

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Cited in

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• Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data
• Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
• Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern
• The geometry of Gaussian double Markovian distributions
• Constructing brain connectivity group graphs from EEG time series
• Bayesian state space models for dynamic genetic network construction across multiple tissues
• Ideals of submaximal minors of sparse symmetric matrices
• On the interpretation of inflated correlation path weights in concentration graphs
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• Modeling systemic risk with Markov switching graphical SUR models
• Sequential change-point detection in high-dimensional Gaussian graphical models
• Sufficient dimension reduction for Gaussian copula graphical models
• Bayesian sparse covariance decomposition with a graphical structure
• Decomposition of Covariate-Dependent Graphical Models with Categorical Data
• Spatially varying SAR models and Bayesian inference for high-resolution lattice data
• Discussion to: Bayesian graphical models for modern biological applications by Y. Ni, V. Baladandayuthapani, M. Vannucci and F.C. Stingo

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