Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
From MaRDI portal
Publication:5155198
DOI10.5705/ss.202019.0202zbMath1475.62115arXiv2004.09306OpenAlexW3104077869MaRDI QIDQ5155198
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
strong selection consistencydirected acyclic graph (DAG)DAG-Wishart priorposterior ratio consistency
Bayesian inference (62F15) Applications of graph theory (05C90) Statistical ranking and selection procedures (62F07)
Related Items
Uses Software
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