Learning Gaussian graphical models with fractional marginal pseudo-likelihood

DOI10.1016/j.ijar.2017.01.001zbMath1407.62193arXiv1602.07863OpenAlexW2280142937WikidataQ58935674 ScholiaQ58935674MaRDI QIDQ518603

Teemu Roos, Janne Leppä-aho, Johan Pensar, Jukka Corander

Publication date: 29 March 2017

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.07863

zbMATH Keywords

model selectionapproximate likelihoodGaussian graphical modelsstructure learningfractional Bayes factors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05)

Related Items

Bayesian model selection approach for coloured graphical Gaussian models ⋮ Prior distributions for objective Bayesian analysis ⋮ High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood

Uses Software

• glasso
• BayesDA
• BDgraph
• FBFsearch
• brainwaver
• HdBCS

Cites Work

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