A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models

DOI10.1093/BIOMET/92.2.317zbMATH Open1094.62028OpenAlexW2055841987MaRDI QIDQ5479493FDOQ5479493

Authors: Aliye Atay-Kayis, Hélène Massam 

Publication date: 10 July 2006

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/92.2.317

Recommendations

• Marginal Likelihoods for Distributed Parameter Estimation of Gaussian Graphical Models
• scientific article; zbMATH DE number 5769726
• Computing maximum likelihood estimates for Gaussian graphical models with Macaulay2
• A new Monte Carlo method for estimating marginal likelihoods
• MCMC model determination for discrete graphical models
• An Expectation Conditional Maximization Approach for Gaussian Graphical Models
• Bayesian Inference for Gaussian Graphical Models Beyond Decomposable Graphs
• scientific article; zbMATH DE number 469396
• On generating random Gaussian graphical models

zbMATH Keywords

marginal likelihoodnormalising constantWishartexact sampling distributionestimation in covariance selection modelsnondecomposable graphical Gaussian model

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Applications of graph theory (05C90) Estimation in multivariate analysis (62H12)

Cited In (63)

• Learning Block Structured Graphs in Gaussian Graphical Models
• Joint Gaussian graphical model estimation: a survey
• Gaussian graphical models with applications to omics analyses
• On a wider class of prior distributions for graphical models
• Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
• Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison
• Bayesian sparse graphical models and their mixtures
• A direct sampler for G-Wishart variates
• Efficient sampling of Gaussian graphical models using conditional Bayes factors
• Posterior convergence rates for high-dimensional precision matrix estimation using \(G\)-Wishart priors
• Bayesian learning of graph substructures
• Block Structured Graph Priors in Gaussian Graphical Models
• Sampling decomposable graphs using a Markov chain on junction trees
• Model uncertainty
• Bayesian graph selection consistency under model misspecification
• 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
• Different types of Bernstein operators in inference of Gaussian graphical model
• Hierarchical normalized completely random measures for robust graphical modeling
• The cost of using decomposable Gaussian graphical models for computational convenience
• Graph-based multivariate conditional autoregressive models
• Scaling it up: stochastic search structure learning in graphical models
• Restricted covariance priors with applications in spatial statistics
• Bayesian sparse covariance decomposition with a graphical structure
• Bayesian approaches for large biological networks
• Bayesian Lasso with neighborhood regression method for Gaussian graphical model
• Simulation of hyper-inverse Wishart distributions for non-decomposable graphs
• Proposal for a cross layer scheme for real-time wireless video
• Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach
• Efficient Bayesian regularization for graphical model selection
• Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
• Bayesian graphical models for modern biological applications
• Quasi-Bayesian estimation of large Gaussian graphical models
• Bayesian method for causal inference in spatially-correlated multivariate time series
• The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models
• Gaussian tree constraints applied to acoustic linguistic functional data
• Parametrizations and reference priors for multinomial decomposable graphical models
• Accelerating Bayesian Structure Learning in Sparse Gaussian Graphical Models
• Posterior convergence rates for estimating large precision matrices using graphical models
• Streamlined variational inference for higher level group-specific curve models
• Title not available (Why is that?)
• Bayesian inference for high-dimensional decomposable graphs
• Mixed Graphical Model Selection Using Holm's Procedure
• The Inverse G‐Wishart distribution and variational message passing
• High dimensional posterior convergence rates for decomposable graphical models
• Bayesian model selection approach for coloured graphical Gaussian models
• 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
• Bayesian graphical models for differential pathways
• A review of Gaussian Markov models for conditional independence
• The Matsumoto-Yor property on trees
• Copula Gaussian graphical models and their application to modeling functional disability data
• Quantile graphical models: a Bayesian approach
• Bayesian structure learning in graphical models
• Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo
• Learning Gaussian graphical models with fractional marginal pseudo-likelihood
• A loss‐based prior for Gaussian graphical models
• Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
• Sparse covariance estimation in heterogeneous samples
• Efficient local updates for undirected graphical models

This page was built for publication: A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5479493)