Seminar at SMU Delhi

December 12, 2017 (Tuesday) , 11:30 AM at Webinar
Speaker: Bani Mallick, Texas A&M University, and U.S. Fulbright-Nehru Distinguished Chair, National Institute of Biomedical Genomics, Kalyani, West Bengal
Title: Bayesian Gaussian Graphical Models and their extensions
Abstract of Talk
Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision (inverse covariance) matrices. We present a Bayesian method for estimating the precision matrix in GGMs. The method leads to a sparse and adaptively shrunk estimator of the precision matrix, and thus conduct model selection and estimation simultaneously. We extend this method in a regression setup with the presence of covariates. We consider both the linear as well as the nonlinear regressions in this GGM framework. We discuss a few applications of the proposed models.