Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models

DOI10.1111/1467-9469.00297zbMATH Open1036.62027OpenAlexW2051264056MaRDI QIDQ4455908FDOQ4455908

Alberto Roverato

Publication date: 16 March 2004

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00297

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zbMATH Keywords

conjugate priorimportance samplingCholesky decomposition

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Applications of graph theory (05C90)

Cites Work

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• Optimal decomposition by clique separators
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Cited In (81)

• Technological modelling for graphical models: an approach based on genetic algorithms
• On Block Ordering of Variables in Graphical Modelling
• Model uncertainty
• Bayesian graph selection consistency under model misspecification
• Prior distributions for Gaussian graphical models: a comparison between the directed and undirected case
• Experiments in stochastic computation for high-dimensional graphical models
• Efficient Gaussian graphical model determination under \(G\)-Wishart prior distributions
• Hierarchical Gaussian graphical models: beyond reversible jump
• Hierarchical normalized completely random measures for robust graphical modeling
• An empirical Bayes procedure for the selection of Gaussian graphical models
• The cost of using decomposable Gaussian graphical models for computational convenience
• Scaling it up: stochastic search structure learning in graphical models
• Restricted covariance priors with applications in spatial statistics
• A novel Bayesian approach for latent variable modeling from mixed data with missing values
• Bayesian sparse covariance decomposition with a graphical structure
• Incorporating grouping information into Bayesian Gaussian graphical model selection
• Bayesian Lasso with neighborhood regression method for Gaussian graphical model
• Simulation of hyper-inverse Wishart distributions for non-decomposable graphs
• Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach
• Compatible Prior Distributions for Directed Acyclic Graph Models
• Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
• Modeling correlated marker effects in genome-wide prediction via Gaussian concentration graph models
• Bayesian model determination for multivariate ordinal and binary data
• Functionally compartible local characteristics for the local specification of priors in graphical models
• Bayesian method for causal inference in spatially-correlated multivariate time series
• Wishart distributions for decomposable covariance graph models
• The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models
• Post-processing posteriors over precision matrices to produce sparse graph estimates
• MCMC Algorithms for Posteriors on Matrix Spaces
• Accelerating Bayesian Structure Learning in Sparse Gaussian Graphical Models
• Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM
• Bayesian Approaches for Large Biological Networks
• Bayesian learning of graphical vector autoregressions with unequal lag-lengths
• Using Bayesian latent Gaussian graphical models to infer symptom associations in verbal autopsies
• Bayesian inference for high-dimensional decomposable graphs
• An Expectation Conditional Maximization Approach for Gaussian Graphical Models
• A Bayesian Approach for Estimating Dynamic Functional Network Connectivity in fMRI Data
• Gaussian graphical modeling for spectrometric data analysis
• Critical exponents of graphs
• Bayesian Model Selection of Gaussian Directed Acyclic Graph Structures
• Comment on: Sequences of regressions and their independences
• High dimensional posterior convergence rates for decomposable graphical models
• Bayesian sparse graphical models for classification with application to protein expression data
• Bayesian structure learning in sparse Gaussian graphical models
• Multiple testing and error control in Gaussian graphical model selection
• A Metropolis-Hastings based method for sampling from the \(G\)-Wishart distribution in Gaussian graphical models
• Exact formulas for the normalizing constants of Wishart distributions for graphical models
• Model-based clustering with sparse covariance matrices
• A review of Gaussian Markov models for conditional independence
• Copula Gaussian graphical models and their application to modeling functional disability data
• Dynamic and robust Bayesian graphical models
• Modeling Protein Expression and Protein Signaling Pathways
• Phylogenetically informed Bayesian truncated copula graphical models for microbial association networks
• Identifying graph clusters using variational inference and links to covariance parametrization
• Wishart distributions: advances in theory with Bayesian application
• Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo
• Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints
• The performance of covariance selection methods that consider decomposable models only
• Bayesian analysis of nonparanormal graphical models using rank-likelihood
• Sparse covariance estimation in heterogeneous samples
• Efficient local updates for undirected graphical models
• Learning Block Structured Graphs in Gaussian Graphical Models
• Joint Gaussian graphical model estimation: a survey
• Hyper Markov law in undirected graphical models with its applications
• Title not available (Why is that?)
• Gaussian graphical models with applications to omics analyses
• On a wider class of prior distributions for graphical models
• Joint modeling of association networks and longitudinal biomarkers: an application to childhood obesity
• Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
• Precision matrix estimation under the horseshoe-like prior-penalty dual
• Inequalities on partial correlations in Gaussian graphical models containing star shapes
• Seemingly unrelated multi-state processes: a Bayesian semiparametric approach
• Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison
• Real-time covariance estimation for the local level model
• Bayesian robust learning in chain graph models for integrative pharmacogenomics
• Bayesian sparse graphical models and their mixtures
• A direct sampler for G-Wishart variates
• Efficient sampling of Gaussian graphical models using conditional Bayes factors
• Bayesian learning of graph substructures
• The Modified-Half-Normal distribution: Properties and an efficient sampling scheme
• Block Structured Graph Priors in Gaussian Graphical Models

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