most citedSparse covariance estimation in heterogeneous samples

7 citations

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stat.ME2010★ 4 cited

Bayesian inference for general Gaussian graphical models with application to multivariate lattice data

Adrian Dobra, Alex Lenkoski, Abel Rodriguez

We introduce efficient Markov chain Monte Carlo methods for inference and model determination in multivariate and matrix-variate Gaussian graphical models. Our framework is based o…

stat.ME2010★ 7 cited

Sparse covariance estimation in heterogeneous samples

Abel Rodriguez, Alex Lenkoski, Adrian Dobra

Standard Gaussian graphical models (GGMs) implicitly assume that the conditional independence among variables is common to all observations in the sample. However, in practice, obs…