Bayesian model-averaged regularization for Gaussian graphical models

DOI10.1080/03610918.2015.1080837MaRDI QIDQ5358372zbMATH OpenOpenAlexFDO

Authors Zhe Liu

Publication date 20 September 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1080837

zbMATH Keywords

Markov chain Monte CarloGaussian graphical modelregularizationBayesian model averaginggraphical Lasso

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(18)

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• Bayesian regularization of Gaussian graphical models with measurement error
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• Bayesian Lasso with neighborhood regression method for Gaussian graphical model
• Efficient Bayesian regularization for graphical model selection
• Graphical posterior predictive classification: Bayesian model averaging with particle Gibbs
• Bayesian Ridge-Regularized Covariance Selection with Community Behavior in Latent Gaussian Graphical Models
• Model-averaged \(\ell_1\) regularization using Markov chain Monte Carlo model composition
• A computationally fast alternative to cross-validation in penalized Gaussian graphical models
• scientific article; zbMATH DE number 7255132 (Why is no real title available?)
• Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks
• Frequentist Model Averaging for Undirected Gaussian Graphical Models
• Bayesian graphical Lasso models and efficient posterior computation
• Regularized Gaussian belief propagation
• Updating of the Gaussian graphical model through targeted penalized estimation
• Estimating a smooth function on a large graph by Bayesian Laplacian regularisation
• A Bayesian approach for partial Gaussian graphical models with sparsity
• A loss‐based prior for Gaussian graphical models

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