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Bayesian Joint Spike-and-Slab Graphical Lasso

In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and extend them to a continuous spike-and-slab framework to allow sel...

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Bibliographic Details
Published in:Proc Mach Learn Res
Main Authors: Richard Li, Zehang, McCormick, Tyler H., Clark, Samuel J.
Format: Artigo
Language:Inglês
Published: 2019
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC7845917/
https://ncbi.nlm.nih.gov/pubmed/33521648
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