High dimensional posterior convergence rates for decomposable graphical models
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Cites work
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- A Metropolis-Hastings based method for sampling from the \(G\)-Wishart distribution in Gaussian graphical models
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- Bayesian structure learning in graphical models
- Cholesky decomposition of a hyper inverse Wishart matrix
- Conjugate priors for exponential families
- Covariance matrix selection and estimation via penalised normal likelihood
- Covariance regularization by thresholding
- Flexible covariance estimation in graphical Gaussian models
- Functionally compartible local characteristics for the local specification of priors in graphical models
- 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
- Inequalities for the gamma function
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- On the distribution of the largest eigenvalue in principal components analysis
- Partial correlation estimation by joint sparse regression models
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Posterior convergence rates for estimating large precision matrices using graphical models
- Regularized estimation of large covariance matrices
- Simple Linear-Time Algorithms to Test Chordality of Graphs, Test Acyclicity of Hypergraphs, and Selectively Reduce Acyclic Hypergraphs
- Simulation of hyper-inverse Wishart distributions for non-decomposable graphs
- Some Extensions of W. Gautschi's Inequalities for the Gamma Function
- Sparse inverse covariance estimation with the graphical lasso
- Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
- Wishart distributions for decomposable graphs
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- 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
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models
- Parametrizations and reference priors for multinomial decomposable graphical models
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- Estimating large precision matrices via modified Cholesky decomposition
- Bayesian inference for high-dimensional decomposable graphs
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
- Precision matrix estimation under the horseshoe-like prior-penalty dual
- On the contraction properties of some high-dimensional quasi-posterior distributions
- Bayesian bandwidth test and selection for high-dimensional banded precision matrices
- Posterior convergence rates for high-dimensional precision matrix estimation using \(G\)-Wishart priors
- Development of network-guided transcriptomic risk score for disease prediction
- The Graphical Horseshoe Estimator for Inverse Covariance Matrices
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