The cost of using decomposable Gaussian graphical models for computational convenience

DOI10.1016/j.csda.2012.01.020zbMath1252.62059OpenAlexW2040482074MaRDI QIDQ693257

A. Marie Fitch, Beatrix Jones

Publication date: 7 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.01.020

zbMATH Keywords

regularizationcovariance selectiondecomposable modelssmall-sample inference

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of graph theory (05C90)

Related Items (1)

Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions

Uses Software

• R
• glasso

Cites Work

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• Sparse inverse covariance estimation with the graphical lasso
• Flexible covariance estimation in graphical Gaussian models
• Hyper Markov laws in the statistical analysis of decomposable graphical models
• Efficient estimation of covariance selection models
• Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
• Linear Recursive Equations, Covariance Selection, and Path Analysis
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
• Bounds for cell entries in contingency tables given marginal totals and decomposable graphs
• Decomposable graphical Gaussian model determination
• A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
• Covariance selection for nonchordal graphs via chordal embedding

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