Bayesian model-averaged regularization for Gaussian graphical models

DOI10.1080/03610918.2015.1080837zbMath1373.62257OpenAlexW1832701382MaRDI QIDQ5358372

Zhe Liu

Publication date: 20 September 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1080837

zbMATH Keywords

regularizationMarkov chain Monte CarloBayesian model averagingGaussian graphical modelgraphical Lasso

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

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