The Bayesian covariance lasso
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Cited in
(26)- Flexible covariance estimation in graphical Gaussian models
- Estimating large covariance matrix with network topology for high-dimensional biomedical data
- Joint mean-covariance estimation via the horseshoe
- The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
- A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors
- Multilevel heterogeneous factor analysis and application to ecological momentary assessment
- A partially confirmatory approach to the multidimensional item response theory with the Bayesian Lasso
- Shrinkage priors for single-spiked covariance models
- Quasi-Bayesian estimation of large Gaussian graphical models
- A Bayesian graphical approach for large-scale portfolio management with fewer historical data
- Scaling it up: stochastic search structure learning in graphical models
- Bayesian hyper-Lassos with non-convex penalization
- Efficient estimation of covariance selection models
- scientific article; zbMATH DE number 1556163 (Why is no real title available?)
- Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
- Shrinkage estimation of fixed and random effects in linear quantile mixed models
- L1 LASSO Modeling and Its Bayesian Inference
- Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+
- Partial correlation graphical LASSO
- Estimation of covariance and precision matrix, network structure, and a view toward systems biology
- Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison
- Bayesian variable selection for high-dimensional mediation analysis: application to metabolomics data in epidemiological studies
- Bayesian Estimation of Clustered Dependence Structures in Functional Neuroconnectivity
- Bayesian scalable precision factor analysis for Gaussian graphical models
- Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints
- Coordinate descent algorithm for covariance graphical Lasso
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