Exact formulas for the normalizing constants of Wishart distributions for graphical models

DOI10.1214/17-AOS1543zbMath1392.62146arXiv1406.4901MaRDI QIDQ1747734

Donald St. P. Richards, Caroline Uhler, Alex Lenkoski

Publication date: 27 April 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.4901

zbMATH Keywords

generalized hypergeometric function of matrix argument; bipartite graph; directed acyclic graph; Wishart distribution; chordal graph; Cholesky decomposition; Gaussian graphical model; normalizing constant; \(G\)-Wishart distribution; Bartlett decomposition; moral graph

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62E15: Exact distribution theory in statistics

60E05: Probability distributions: general theory

Related Items

Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions, Exact formulas for the normalizing constants of Wishart distributions for graphical models

Uses Software

• HdBCS

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