Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates

DOI10.5705/ss.202019.0202zbMath1475.62115arXiv2004.09306OpenAlexW3104077869MaRDI QIDQ5155198

Kyoungjae Lee, Xuan Cao

Publication date: 6 October 2021

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.09306

zbMATH Keywords

strong selection consistencydirected acyclic graph (DAG)DAG-Wishart priorposterior ratio consistency

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of graph theory (05C90) Statistical ranking and selection procedures (62F07)

Related Items

A theory of dichotomous valuation with applications to variable selection

Uses Software

• BMSS

Cites Work

• Unnamed Item
• Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
• Bayesian variable selection with shrinking and diffusing priors
• Posterior convergence rates for estimating large precision matrices using graphical models
• On the computational complexity of high-dimensional Bayesian variable selection
• Variable selection and regression analysis for graph-structured covariates with an application to genomics
• Incorporating biological information into linear models: a Bayesian approach to the selection of pathways and genes
• Bayesian linear regression with sparse priors
• Bayesian regularization via graph Laplacian
• High dimensional posterior convergence rates for decomposable graphical models
• Spectrum estimation for large dimensional covariance matrices using random matrix theory
• Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
• Optimal predictive model selection.
• Bayesian structure learning in graphical models
• Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
• High-dimensional posterior consistency for hierarchical non-local priors in regression
• Spike and slab variable selection: frequentist and Bayesian strategies
• A Bayesian predictive model for imaging genetics with application to schizophrenia
• Regularized estimation of large covariance matrices
• Variable selection and dependency networks for genomewide data
• miRNA–target gene regulatory networks: A Bayesian integrative approach to biomarker selection with application to kidney cancer
• Incorporating Predictor Network in Penalized Regression with Application to Microarray Data
• Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
• Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings
• Bayesian Model Selection in High-Dimensional Settings
• Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics
• Learning Local Dependence In Ordered Data
• Covariance matrix selection and estimation via penalised normal likelihood