The performance of covariance selection methods that consider decomposable models only
DOI10.1214/14-BA874zbMATH Open1327.62389OpenAlexW1988399610MaRDI QIDQ899046FDOQ899046
Authors: A. Marie Fitch, M. B. Jones, Hélène Massam 
Publication date: 21 December 2015
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1409921109
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covariance selectionasymptotic behaviornon-decomposablegraphical lassodecomposablefeature inclusion stochastic searchundirected Gaussian graphical models
Bayesian inference (62F15) Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Experiments in stochastic computation for high-dimensional graphical models
- High-dimensional graphs and variable selection with the Lasso
- Sparse inverse covariance estimation with the graphical lasso
- Network exploration via the adaptive LASSO and SCAD penalties
- Bayesian inference for general Gaussian graphical models with application to multivariate lattice data
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- Objective Bayesian model selection in Gaussian graphical models
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
- Efficient estimation of covariance selection models
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- Title not available (Why is that?)
Cited In (10)
- Objective methods for graphical structural learning
- Bayesian graph selection consistency under model misspecification
- The cost of using decomposable Gaussian graphical models for computational convenience
- Performance of the Kenward–Roger Method when the Covariance Structure is Selected Using AIC and BIC
- Efficient Bayesian regularization for graphical model selection
- The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models
- Post-processing posteriors over precision matrices to produce sparse graph estimates
- Structural learning of contemporaneous dependencies in graphical VAR models
- Covariance-based variable selection for compositional data
- Learning Gaussian graphical models with fractional marginal pseudo-likelihood
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