Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
From MaRDI portal
(Redirected from Publication:6631698)
Cites work
- scientific article; zbMATH DE number 774881 (Why is no real title available?)
- A Bayesian analysis of some nonparametric problems
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
- A comparative review of variable selection techniques for covariate dependent Dirichlet process mixture models
- A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood
- A covariance regression model
- A direct sampler for G-Wishart variates
- A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions
- A sparse Ising model with covariates
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data
- Adaptive Bayesian estimation of conditional densities
- Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
- Approximation of conditional densities by smooth mixtures of regressions
- Bayesian Variable Selection in Linear Regression
- Bayesian curve fitting using multivariate normal mixtures
- Bayesian fractional posteriors
- Bayesian graphical regression
- Bayesian inference for general Gaussian graphical models with application to multivariate lattice data
- Bayesian inference for high-dimensional decomposable graphs
- Bayesian inference of multiple Gaussian graphical models
- Bayesian nonparametric covariance regression
- Bayesian sparse graphical models and their mixtures
- Bayesian structure learning in sparse Gaussian graphical models
- Bayesian variable selection with shrinking and diffusing priors
- Consistent estimation of the basic neighborhood of Markov random fields
- Convergence rates of posterior distributions.
- Covariate-adjusted precision matrix estimation with an application in genetical genomics
- Detecting Features in Spatial Point Processes with Clutter via Model-Based Clustering
- Discovering interactions using covariate informed random partition models
- Efficient Gaussian graphical model determination under G-Wishart prior distributions
- Estimating time-varying networks
- Exact formulas for the normalizing constants of Wishart distributions for graphical models
- Experiments in stochastic computation for high-dimensional graphical models
- Hierarchical normalized completely random measures for robust graphical modeling
- High dimensional posterior convergence rates for decomposable graphical models
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- High-dimensional Ising model selection with Bayesian information criteria
- High-dimensional graphs and variable selection with the Lasso
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
- Hyper Markov laws in the statistical analysis of decomposable graphical models
- Joint estimation of multiple graphical models
- Joint high-dimensional Bayesian variable and covariance selection with an application to eQTL analysis
- Marginal pseudo-likelihood learning of discrete Markov network structures
- Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
- Modeling Protein Expression and Protein Signaling Pathways
- On Bayesian supremum norm contraction rates
- On Joint Estimation of Gaussian Graphical Models for Spatial and Temporal Data
- Order-Based Dependent Dirichlet Processes
- Partial correlation estimation by joint sparse regression models
- Quasi-Bayesian estimation of large Gaussian graphical models
- Reciprocal graphical models for integrative gene regulatory network analysis
- Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
- Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- Sparse covariance estimation in heterogeneous samples
- Sparse graphical models for exploring gene expression data
- Sparse inverse covariance estimation with the graphical lasso
- Spike and slab variable selection: frequentist and Bayesian strategies
- The Bayesian Lasso
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- The horseshoe estimator for sparse signals
- Time varying undirected graphs
Cited in
(3)
This page was built for publication: Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6631698)
