Corpus ID: 29168281

Bayesian Joint Spike-and-Slab Graphical Lasso

  title={Bayesian Joint Spike-and-Slab Graphical Lasso},
  author={Z. Li and T. McCormick and S. Clark},
  • Z. Li, T. McCormick, S. Clark
  • Published in ICML 2019
  • Mathematics, Computer Science
  • In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully 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 self-adaptive shrinkage and model selection simultaneously. We develop an EM algorithm that performs fast and dynamic explorations of posterior modes. Our approach selects sparse models… CONTINUE READING
    10 Citations
    Bayesian Joint Estimation of Multiple Graphical Models
    • 4
    • PDF
    Bayesian Bootstrap Spike-and-Slab LASSO.
    • PDF
    Spike-and-Slab Meets LASSO: A Review of the Spike-and-Slab LASSO
    • PDF
    Spike and slab variational Bayes for high dimensional logistic regression
    • 2
    • PDF
    Horseshoe Regularization for Machine Learning in Complex and Deep Models.
    • 3
    • PDF
    Bayesian Hierarchical Factor Regression Models to Infer Cause of Death From Verbal Autopsy Data
    • 1
    • PDF
    Bayesian Methods for Graphical Models with Limited Data


    The Spike-and-Slab LASSO
    • 156
    • PDF
    Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
    • 25
    • PDF
    Scaling It Up: Stochastic Search Structure Learning in Graphical Models
    • 57
    • PDF
    Bayesian Regularization for Graphical Models With Unequal Shrinkage
    • 19
    • PDF
    An Expectation Conditional Maximization Approach for Gaussian Graphical Models
    • Z. Li, T. McCormick
    • Mathematics, Medicine
    • Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America
    • 2019
    • 14
    • PDF
    Bayesian Structure Learning in Sparse Gaussian Graphical Models
    • 104
    • PDF
    Bayesian Inference of Multiple Gaussian Graphical Models
    • 106
    • PDF
    The joint graphical lasso for inverse covariance estimation across multiple classes.
    • P. Danaher, P. Wang, D. Witten
    • Computer Science, Mathematics
    • Journal of the Royal Statistical Society. Series B, Statistical methodology
    • 2014
    • 537
    • PDF