On Joint Estimation of Gaussian Graphical Models for Spatial and Temporal Data
On Joint Estimation of Gaussian Graphical Models for Spatial and Temporal Data
Summary In this article, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model converges to one. When there are multiple groups of data available, instead …