Bayesian structure learning in graphical models

DOI10.1016/j.jmva.2015.01.015zbMath1308.62119OpenAlexW1994598462WikidataQ57438006 ScholiaQ57438006MaRDI QIDQ2018602

Sayantan Banerjee, Subhashis Ghosal

Publication date: 24 March 2015

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.01.015

zbMATH Keywords

graphical modelsLaplace approximationprecision matrixposterior convergencegraphical lasso

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

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Uses Software

• glasso
• huge
• HdBCS

Cites Work

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