Bayesian analysis of matrix normal graphical models
DOI10.1093/BIOMET/ASP049zbMATH Open1179.62042OpenAlexW2125942006WikidataQ36037564 ScholiaQ36037564MaRDI QIDQ3653100FDOQ3653100
Publication date: 18 December 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3376753
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Gaussian graphical modelmarginal likelihoodparameter expansionmatrix normal modelhyper-inverse Wishart distributiongraphical model searchmatrix-variate dynamic graphical model
Bayesian inference (62F15) Applications of statistics to economics (62P20) Numerical analysis or methods applied to Markov chains (65C40) Applications of graph theory (05C90)
Cited In (31)
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- Scalable Bayesian matrix normal graphical models for brain functional networks
- Dynamic dependence networks: financial time series forecasting and portfolio decisions
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- Efficient Gaussian graphical model determination under \(G\)-Wishart prior distributions
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- Modeling systemic risk with Markov switching graphical SUR models
- Bayesian Dynamic Tensor Regression
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- Bayesian approaches for large biological networks
- Matrix autoregressive models: generalization and Bayesian estimation
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Efficient Bayesian regularization for graphical model selection
- Functional Bayesian networks for discovering causality from multivariate functional data
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- Separable factor analysis with applications to mortality data
- Bayesian hierarchical kernelized probabilistic matrix factorization
- Autoregressive moving average model for matrix time series
- Matrix-variate time series analysis: a brief review and some new developments
- Reciprocal graphical models for integrative gene regulatory network analysis
- Comment on article by Windle and Carvalho
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models
- On a matrix-valued autoregressive model
- Sparse Matrix Graphical Models
- Autoregression model of time series with matrix cross-section data
- On matrix-variate regression analysis
- Wishart distributions: advances in theory with Bayesian application
- Clustering of longitudinal interval-valued data via mixture distribution under covariance separability
- Sparse covariance estimation in heterogeneous samples
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