MIM

swMATH26139MaRDI QIDQ37871FDOQ37871

Author name not available (Why is that?)

Described by source

• Introduction to Graphical Modelling
• Unnamed Publication

Cited In (only showing first 100 items - show all)

• On the inclusion of bivariate marked point processes in graphical models
• Data-driven kriging models based on FANOVA-decomposition
• Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
• An estimation of distribution algorithm for nurse scheduling
• Joint structural estimation of multiple graphical models
• \textit{Graph\_sampler}: a simple tool for fully Bayesian analyses of DAG-models
• Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data
• An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
• Ancestral graph Markov models.
• Sparse directed acyclic graphs incorporating the covariates
• Robust sparse Gaussian graphical modeling
• Multi-objective optimization with diversity preserving mixture-based iterated density estimation evolutionary algorithms.
• Review on statistical methods for gene network reconstruction using expression data
• Network exploration via the adaptive LASSO and SCAD penalties
• A focused information criterion for graphical models
• High-dimensional graphs and variable selection with the Lasso
• Three centuries of categorical data analysis: Log-linear models and maximum likelihood estima\-tion
• Graphical modelling of multivariate time series
• A graphical chain model for inferring regulatory system networks from gene expression profiles
• The size distribution for Markov equivalence classes of acyclic digraph models.
• A mathematical view of weights-of-evidence, conditional independence, and logistic regression in terms of Markov random fields
• Selecting the tuning parameter in penalized Gaussian graphical models
• The Bayesian covariance lasso
• Joint Response Graphs and Separation Induced by Triangular Systems
• Conditional independence graph for nonlinear time series and its application to international financial markets
• Reference priors for linear models with general covariance structures
• Bayesian model determination for multivariate ordinal and binary data
• Decomposition of structural learning about directed acyclic graphs
• Learning Bayesian networks from data: An information-theory based approach
• Wishart distributions for decomposable covariance graph models
• A computationally fast alternative to cross-validation in penalized Gaussian graphical models
• Robust Gaussian graphical modeling
• Identification of consistent functional genetic modules
• Network models for social influence processes
• Robust concentration graph model selection
• Determining full conditional independence by low-order conditioning
• Palindromic Bernoulli distributions
• On the impact of contaminations in graphical Gaussian models
• A refinement of the common cause principle
• Binary Models for Marginal Independence
• Partial inversion for linear systems and partial closure of independence graphs
• Dynamic path analysis -- a new approach to analyzing time-dependent covariates
• Adaptive estimation of stationary Gaussian fields
• Decomposition of search for \(v\)-structures in DAGs
• Normal linear regression models with recursive graphical Markov structure
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models
• Computing p-values in conditional independence models for a contingency table
• Gaussian covariance faithful Markov trees
• Graphical Models for Marked Point Processes Based on Local Independence
• A SINful approach to Gaussian graphical model selection
• Log-multiplicative association models as item response models
• Labelled Graphical Models
• A Multiple-Record Systems Estimation Method that Takes Observed and Unobserved Heterogeneity into Account
• Sequences of regressions and their independences
• Mixture model clustering for mixed data with missing information
• Multiple testing and error control in Gaussian graphical model selection
• A Localization Approach to Improve Iterative Proportional Scaling in Gaussian Graphical Models
• Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
• The log-linear group-lasso estimator and its asymptotic properties
• Lattices of graphical Gaussian models with symmetries
• Regularized rank-based estimation of high-dimensional nonparanormal graphical models
• A note on faithfulness and total positivity
• Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model
• Detection of information flow in major international financial markets by interactivity network analysis
• A computational algebraic-geometry method for conditional-independence inference
• Inferring gene-gene interactions and functional modules using sparse canonical correlation analysis
• Tests for Gaussian graphical models
• Estimation of high-dimensional graphical models using regularized score matching
• A note on the Lasso for Gaussian graphical model selection
• Graphical models for multivariate Markov chains
• Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
• Graphical Models for Composable Finite Markov Processes
• Bayes admissible estimation of the means in Poisson decomposable graphical models
• Bayesian analysis of nonparanormal graphical models using rank-likelihood
• Bayesian propagation of record linkage uncertainty into population size estimation of human rights violations
• Nonparametric Bayes inference for concave distribution functions
• Technological modelling for graphical models: an approach based on genetic algorithms
• On Block Ordering of Variables in Graphical Modelling
• Learning Oncogenic Pathways from Binary Genomic Instability Data
• Local structure recovery of chain graphs after marginalization
• A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models
• Reconstruction of a directed acyclic graph with intervention
• Tests for differential Gaussian Bayesian networks based on quadratic inference functions
• Testing diagonality of high-dimensional covariance matrix under non-normality
• Relaxing the assumptions of knockoffs by conditioning
• Context-specific graphical models for discrete longitudinal data
• Atmospheric $$\hbox {CO}_2$$ and Global Temperatures: The Strength and Nature of Their Dependence
• Faithfulness and learning hypergraphs from discrete distributions
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples
• Title not available (Why is that?)
• Learning decomposable Markov networks in pseudo-independent domains with local evaluation
• Conditions for Non‐confounding and Collapsibility without Knowledge of Completely Constructed Causal Diagrams
• An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
• Factorization of posteriors and partial imputation algorithm for graphical models with missing data.
• Likelihood Ratio Tests for a Large Directed Acyclic Graph
• Detection of hubs in complex networks by the Laplacian matrix
• Empirical comparison study of approximate methods for structure selection in binary graphical models
• Implications of faithfulness in graphical models
• Title not available (Why is that?)
• Graphical Models with R. S.Højsgaard, D.Edwards, and S.Lauritzen (2012). Berlin: Springer. 182 pages, ISBN: 978‐1‐4614‐2298‐3.

This page was built for software: MIM