Efficient Bayesian regularization for graphical model selection
type: Item
instance of: scholarly article
title: Efficient Bayesian regularization for graphical model selection
zbMATH Open document ID: 1416.62317
DOI: 10.1214/17-BA1086
author: Suprateek Kundu
author: Veera Baladandayuthapani
author: Bani Mallick
published in: Bayesian Analysis
publication date: 2019-03-29T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ba/1531274648
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 7045438
zbMATH Keywords: covariance selection
zbMATH Keywords: Cholesky-based regularization
zbMATH Keywords: joint penalized credible regions
zbMATH Keywords: shrinkage priors
zbMATH Keywords: selection consistency
Wikidata QID: Q101122075
describes a project that uses: glasso
describes a project that uses: HdBCS
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7045438