Robust Bayesian graphical modeling using -divergence

DOI10.1016/J.JMVA.2025.105461MaRDI QIDQ6946406zbMATH OpenFDO

Authors Takahiro Onizuka, Shintaro Hashimoto

Publication date 6 August 2025

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105461

zbMATH Keywords

\( \gamma \)-divergenceBayesian LassoGaussian graphical modelposterior robustnessweighted Bayesian bootstrap

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Probabilistic graphical models (62H22)

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Cited in

(1)

• Extending GLASSO to non-Gaussian settings: sparse concentration estimation via EM algorithm

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