Objective Bayes Covariate‐Adjusted Sparse Graphical Model Selection

DOI10.1111/sjos.12273OpenAlexW2335930754MaRDI QIDQ5357663

Luca La Rocca, Guido Consonni, Stefano Peluso

Publication date: 12 September 2017

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.02245

zbMATH Keywords

marginal likelihoodBayesian model selectionvariable selectionGaussian graphical modelfractional Bayes factorcovariance selectiondirected acyclic graphical modeldecomposable graphical modelmodel sparsityGaussian multivariate regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Graphical methods in statistics (62A09)

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