Experiments in stochastic computation for high-dimensional graphical models

B Jones, C Carvalho, A Dobra, C Hans, C Carter… - 2005 - projecteuclid.org
We discuss the implementation, development and performance of methods of stochastic
computation in Gaussian graphical models. We view these methods from the perspective of …

Bayesian inference for general Gaussian graphical models with application to multivariate lattice data

A Dobra, A Lenkoski, A Rodriguez - Journal of the American …, 2011 - Taylor & Francis
We introduce efficient Markov chain Monte Carlo methods for inference and model
determination in multivariate and matrix-variate Gaussian graphical models. Our framework …

Bayesian approaches to copula modelling

MS Smith - arXiv preprint arXiv:1112.4204, 2011 - arxiv.org
Copula models have become one of the most widely used tools in the applied modelling of
multivariate data. Similarly, Bayesian methods are increasingly used to obtain efficient …

Efficient Bayesian inference for multivariate probit models with sparse inverse correlation matrices

A Talhouk, A Doucet, K Murphy - Journal of Computational and …, 2012 - Taylor & Francis
We propose a Bayesian approach for inference in the multivariate probit model, taking into
account the association structure between binary observations. We model the association …

Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks

LSL Tan, A Jasra, M De Iorio, TMD Ebbels - 2017 - projecteuclid.org
Supplement to “Bayesian inference for multiple Gaussian graphical models with application
to metabolic association networks”. We provide additional material to support the results in …

[PDF][PDF] A probabilistic perspective

KP Murphy - Text book, 2012 - research.google.com
1.1 Machine learning: what and why? 1 1.1. 1 Types of machine learning 2 1.2 Supervised
learning 3 1.2. 1 Classification 3 1.2. 2 Regression 8 1.3 Unsupervised learning 9 1.3. 1 …

[HTML][HTML] Sparse covariance estimation in heterogeneous samples

A Rodriguez, A Lenkoski, A Dobra - Electronic journal of statistics, 2011 - ncbi.nlm.nih.gov
Standard Gaussian graphical models implicitly assume that the conditional independence
among variables is common to all observations in the sample. However, in practice …

Robust Bayesian graphical modeling using Dirichlet t-distributions

M Finegold, M Drton - Bayesian Analysis, 2014 - projecteuclid.org
Bayesian graphical modeling provides an appealing way to obtain uncertainty estimates
when inferring network structures, and much recent progress has been made for Gaussian …

Bayesian structure learning for stationary time series

A Tank, N Foti, E Fox - arXiv preprint arXiv:1505.03131, 2015 - arxiv.org
While much work has explored probabilistic graphical models for independent data, less
attention has been paid to time series. The goal in this setting is to determine conditional …

Structural learning of contemporaneous dependencies in graphical VAR models

L Paci, G Consonni - Computational Statistics & Data Analysis, 2020 - Elsevier
An objective Bayes approach based on graphical modeling is proposed to learn the
contemporaneous dependencies among multiple time series within the framework of Vector …