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Activity Number: 87 - Invited ePoster Session: a Statistical Smörgåsbord
Type: Invited
Date/Time: Sunday, July 29, 2018 : 8:30 PM to 10:30 PM
Sponsor: Section on Bayesian Statistical Science
Abstract #328649
Title: An Expectation Conditional Maximization Approach for Gaussian Graphical Models
Author(s): Zehang Li* and Tyler McCormick
Companies: University of Washington and University of Washington
Keywords: Graphical model; Bayesian inference; EM algorithm

Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, the space of possible graphs becomes enormous, rendering even state-of-the-art Bayesian stochastic search computationally infeasible. We propose a deterministic alternative to estimate Gaussian and Gaussian copula graphical models using an Expectation Conditional Maximization (ECM) algorithm, extending the EM approach from Bayesian variable selection to graphical model estimation. We show that the ECM approach enables fast posterior exploration under a sequence of mixture priors, and can incorporate multiple sources of information.

Authors who are presenting talks have a * after their name.

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