Bayesian Regularization for Graphical Models With Unequal Shrinkage

DOI10.1080/01621459.2018.1482755zbMath1428.62225arXiv1805.02257OpenAlexW2802528245MaRDI QIDQ5242470

Naveen Naidu Narisetty, Feng Liang, Lingrui Gan

Publication date: 12 November 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.02257

zbMATH Keywords

precision matrix estimationBayesian regularizationspike-and-slab priorssparse Gaussian graphical model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

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Uses Software

• glasso
• flare
• EMVS

Cites Work

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