Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints
From MaRDI portal
Publication:826923
DOI10.1016/j.jmp.2020.102441zbMath1455.91207OpenAlexW3090988770MaRDI QIDQ826923
Joris Mulder, Donald R. Williams
Publication date: 6 January 2021
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: https://psyarxiv.com/ypxd8/
Related Items (4)
Guest editors' introduction to the special issue ``Network psychometrics in action: methodological innovations inspired by empirical problems ⋮ Objective Bayesian edge screening and structure selection for Ising networks ⋮ Possible futures for network psychometrics ⋮ Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bayes factors for testing order-constrained hypotheses on correlations
- Bayesian tests on components of the compound symmetry covariance matrix
- Bayesian structure learning in sparse Gaussian graphical models
- Bayesian estimation of a covariance matrix with flexible prior specification
- Criteria for Bayesian model choice with application to variable selection
- The Bayesian covariance lasso
- Moments of minors of Wishart matrices
- Causal inference in statistics: an overview
- Consistency of Bayesian procedures for variable selection
- Bayesian inference for a covariance matrix
- Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
- Optimal predictive model selection.
- Bayes factors for zero partial covariances
- Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference
- Bayesian estimation of a bounded precision matrix
- Inferences on correlation coefficients: one-sample, independent and correlated cases
- High-dimensional graphs and variable selection with the Lasso
- Wishart distributions for decomposable graphs
- Joint High‐Dimensional Bayesian Variable and Covariance Selection with an Application to eQTL Analysis
- Graphical Models with R
- Bartlett Decomposition and Wishart Distribution
- Model selection for Gaussian concentration graphs
- Model selection by multiple test procedures
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
- Bayes factors for testing inequality constrained hypotheses: Issues with prior specification
- On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
- PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
- Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
- Bayes Factors
- The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
- Partial Correlation Estimation by Joint Sparse Regression Models
- Bayesian model selection using encompassing priors
- Equivalence of Partial and Conditional Correlation Coefficients
This page was built for publication: Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints