The following pages link to (Q3358073):
Displaying 50 items.
- Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus (Q1300880) (← links)
- A comparison of graphical techniques for decision analysis (Q1341983) (← links)
- A characterization of Markov equivalence classes for acyclic digraphs (Q1359411) (← links)
- A calculus of stochastic systems for the specification, simulation, and hidden state estimation of mixed stochastic/nonstochastic systems (Q1365673) (← links)
- Penalized likelihood estimation: Convergence under incorrect model (Q1382208) (← links)
- Propagating imprecise probabilities in Bayesian networks (Q1391901) (← links)
- A characterization of moral transitive acyclic directed graph Markov models as labeled trees. (Q1395885) (← links)
- Bayesian graphical model determination using decision theory (Q1400007) (← links)
- Factorization of posteriors and partial imputation algorithm for graphical models with missing data. (Q1423109) (← links)
- Consistent model selection based on parameter estimates. (Q1427514) (← links)
- Structural decompositions of multivariate distributions with applications in moment and cumulant. (Q1427528) (← links)
- Confounding and collapsibility in causal inference (Q1431156) (← links)
- Hyper-EM for large recursive models of categorical variables. (Q1575400) (← links)
- The construction of multivariate distributions from Markov random fields (Q1578058) (← links)
- Multivariate dispersion models (Q1587362) (← links)
- The L-separation criterion for description of cs-independence models (Q1603305) (← links)
- Graphical dynamic linear models: Specification, use and graphical transformations (Q1605679) (← links)
- Computing posterior upper expectations (Q1605687) (← links)
- Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
- Copula in a multivariate mixed discrete-continuous model (Q1658983) (← links)
- Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
- Conditional independence graph for nonlinear time series and its application to international financial markets (Q1672948) (← links)
- Collapsibility of some association measures and survival models (Q1680804) (← links)
- Labeled directed acyclic graphs: a generalization of context-specific independence in directed graphical models (Q1711229) (← links)
- General theory for stochastic admixture graphs and \(F\)-statistics (Q1714236) (← links)
- Maximum likelihood threshold and generic completion rank of graphs (Q1716000) (← links)
- Covariance-insured screening (Q1727857) (← links)
- Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
- Exceptional model mining. Exceptional model mining, supervised descriptive local pattern mining with complex target concepts (Q1741133) (← links)
- Optimal Gaussian approximations to the posterior for log-linear models with Diaconis-Ylvisaker priors (Q1752014) (← links)
- Uniform asymptotic normality of the matrix-variate beta-distribution (Q1757953) (← links)
- A divide-and-conquer algorithm for generating Markov bases of multi-way tables (Q1775965) (← links)
- Normative selection of Bayesian networks (Q1776874) (← links)
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables (Q1800084) (← links)
- The location model for mixtures of categorical and continuous variables (Q1801908) (← links)
- Symmetry and lattice conditional independence in a multivariate normal distribution (Q1807091) (← links)
- On chain graph models for description of conditional independence structures (Q1807127) (← links)
- A graphical characterization of the largest chain graphs (Q1807602) (← links)
- A characterization of Markov equivalence for directed cyclic graphs (Q1809370) (← links)
- A recovery algorithm for chain graphs (Q1809371) (← links)
- Stratified exponential families: Graphical models and model selection (Q1848869) (← links)
- Separation and completeness properties for AMP chain graph Markov models. (Q1848925) (← links)
- Ancestral graph Markov models. (Q1848963) (← links)
- Reasoning from non-stationarity (Q1850369) (← links)
- The size distribution for Markov equivalence classes of acyclic digraph models. (Q1852851) (← links)
- Bayesian networks for discrete multivariate data: An algebraic approach to inference (Q1873119) (← links)
- Statistics and causal inference: A review. (With discussion) (Q1875689) (← links)
- Linear and graphical models for the multivariate complex normal distribution (Q1895315) (← links)
- Correspondence analysis and association models constrained by a conditional independence graph (Q1901380) (← links)
- Bayes factors for zero partial covariances (Q1901727) (← links)
