Bayesian sparse covariance decomposition with a graphical structure.
Lin ZhangAbhra SarkarBani K. MallickPublished in: Stat. Comput. (2016)
Keyphrases
- belief nets
- graphical structure
- graphical models
- random variables
- bayesian networks
- objective function
- bayesian belief networks
- belief networks
- latent variable models
- graph structure
- junction tree
- probabilistic networks
- high dimensional
- conditional probabilities
- covariance matrix
- pairwise
- posterior probability
- bayesian inference
- sparse representation
- bregman divergences
- maximum likelihood
- probability distribution
- decision making