On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models
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Publication:5880097
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Cites work
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- Covariance matrix selection and estimation via penalised normal likelihood
- High dimensional posterior convergence rates for decomposable graphical models
- High-dimensional posterior consistency for hierarchical non-local priors in regression
- Joint high-dimensional Bayesian variable and covariance selection with an application to eQTL analysis
- Learning local dependence in ordered data
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- Mixtures of g Priors for Bayesian Variable Selection
- Objective Bayesian model selection in Gaussian graphical models
- Objective Bayesian search of Gaussian directed acyclic graphical models for ordered variables with non-local priors
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- On the use of non-local prior densities in Bayesian hypothesis tests
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
- Posterior convergence rates for estimating large precision matrices using graphical models
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
- Regularized estimation of large covariance matrices
- Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Spectrum estimation for large dimensional covariance matrices using random matrix theory
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
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