Open AccessPost-Processing Posteriors Over Precision Matrices to Produce Sparse Graph Estimates
Author(s) -
Amir Bashir,
Carlos M. Carvalho,
P. Richard Hahn,
MaryPat Jones
Publication year - 2019
Publication title -
bayesian analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.685
H-Index - 58
eISSN - 1936-0975
pISSN - 1931-6690
DOI - 10.1214/18-ba1139
Subject(s) - wishart distribution , lasso (programming language) , posterior probability , multivariate normal distribution , covariance matrix , estimation of covariance matrices , covariance , conditional independence , mathematics , bayesian probability , graphical model , computer science , algorithm , multivariate statistics , statistics , world wide web