High dimensional posterior convergence rates for decomposable graphical models
From MaRDI portal
Publication:902216
DOI10.1214/15-EJS1084zbMath1329.62152MaRDI QIDQ902216
Kshitij Khare, Ruoxuan Xiang, Malay Ghosh
Publication date: 7 January 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1451577218
Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Graphical methods in statistics (62A09)
Related Items (12)
On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models ⋮ Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation ⋮ Estimating Large Precision Matrices via Modified Cholesky Decomposition ⋮ A permutation-based Bayesian approach for inverse covariance estimation ⋮ Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors ⋮ Precision matrix estimation under the horseshoe-like prior-penalty dual ⋮ The Graphical Horseshoe Estimator for Inverse Covariance Matrices ⋮ Bayesian bandwidth test and selection for high-dimensional banded precision matrices ⋮ Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models ⋮ Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates ⋮ Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors ⋮ Bayesian inference for high-dimensional decomposable graphs
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sparse inverse covariance estimation with the graphical lasso
- Posterior convergence rates for estimating large precision matrices using graphical models
- Inequalities for the gamma function
- Covariance regularization by thresholding
- Flexible covariance estimation in graphical Gaussian models
- Conjugate priors for exponential families
- Hyper Markov laws in the statistical analysis of decomposable graphical models
- Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
- On the distribution of the largest eigenvalue in principal components analysis
- Simulation of hyper-inverse Wishart distributions for non-decomposable graphs
- A Metropolis-Hastings based method for sampling from the \(G\)-Wishart distribution in Gaussian graphical models
- Bayesian structure learning in graphical models
- Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
- Regularized estimation of large covariance matrices
- High-dimensional graphs and variable selection with the Lasso
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Wishart distributions for decomposable graphs
- Some Extensions of W. Gautschi's Inequalities for the Gamma Function
- Simple Linear-Time Algorithms to Test Chordality of Graphs, Test Acyclicity of Hypergraphs, and Selectively Reduce Acyclic Hypergraphs
- Model selection and estimation in the Gaussian graphical model
- Algorithmic Aspects of Vertex Elimination on Graphs
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
- Cholesky decomposition of a hyper inverse Wishart matrix
- Partial Correlation Estimation by Joint Sparse Regression Models
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
- Covariance matrix selection and estimation via penalised normal likelihood
This page was built for publication: High dimensional posterior convergence rates for decomposable graphical models