We introduce efficient Markov chain Monte Carlo methods for inference and model determination in multivariate and matrix-variate Gaussian graphical models. Our framework …
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 …
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 …
Supplement to “Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks”. We provide additional material to support the results in …
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 …
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 …
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 …
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 …