Quantile graphical models: a Bayesian approach
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Cites work
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
- An MCMC approach to classical estimation.
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Bayesian correlation estimation
- Bayesian regularized quantile regression
- Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
- Cholesky decomposition of a hyper inverse Wishart matrix
- Convergence rates of posterior distributions.
- Decomposable graphical Gaussian model determination
- Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
- Efficient estimation of covariance selection models
- Expected information as ecpected utility
- Gibbs sampling methods for Bayesian quantile regression
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional semiparametric Gaussian copula graphical models
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 1556163 (Why is no real title available?)
- Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
- Mean field variational Bayes for elaborate distributions
- Misspecification in infinite-dimensional Bayesian statistics
- Model selection and estimation in the Gaussian graphical model
- Multivariate T-Distributions and Their Applications
- Partial correlation estimation by joint sparse regression models
- Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- Quantile regression for longitudinal data
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions
- Sparse graphical models for exploring gene expression data
- Sparse inverse covariance estimation with the graphical lasso
- Variable selection for regression models
Cited in
(6)- Quasi-Bayesian estimation of large Gaussian graphical models
- Hierarchical normalized completely random measures for robust graphical modeling
- Graphical models via joint quantile regression with component selection
- Estimation of graphical models: an overview of selected topics
- Quantile graphical models: prediction and conditional independence with applications to systemic risk
- Hidden Markov Quantile Graphical Models
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