Bayesian Lasso with Neighborhood Regression Method for Gaussian Graphical Model

In this paper, we consider the problem of estimating a high dimensional precision matrix of Gaussian graphical model. Taking advantage of the connection between multivariate linear regression and entries of the precision matrix, we propose Bayesian Lasso together with neighborhood regression estimat...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Acta Mathematicae Applicatae Sinica 2017-04, Vol.33 (2), p.485-496
Hauptverfasser:	Li, Fan-qun, Zhang, Xin-sheng
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications of Mathematics Bayesian analysis Confidence intervals Math Applications in Computer Science Mathematical and Computational Physics Mathematics Mathematics and Statistics Matrices (mathematics) Parameter estimation Regression Statistical analysis Theoretical
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!