The Isserlis matrix and its application to non-decomposable graphical Gaussian models
From MaRDI portal
Publication:4216699
DOI10.1093/biomet/85.3.711zbMath0946.62031OpenAlexW1971609980MaRDI QIDQ4216699
Joe Whittaker, Alberto Roverato
Publication date: 26 October 2000
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ce657305a17792128a8b4464ce55011480a0201f
matrix completionBayes factorconjugate priorhyper-Markov lawgraphical Gaussian modelsIsserlis matrix
Related Items (9)
Algebraic factor analysis: tetrads, pentads and beyond ⋮ Covariance chains ⋮ A loss‐based prior for Gaussian graphical models ⋮ Computationally Efficient Learning of Gaussian Linear Structural Equation Models with Equal Error Variances ⋮ Building hyper Dirichlet processes for graphical models ⋮ Multiple testing and error control in Gaussian graphical model selection ⋮ Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models ⋮ Hotelling's \(T^2\) tests in paired and independent survey samples: an efficiency comparison ⋮ A review of Gaussian Markov models for conditional independence
This page was built for publication: The Isserlis matrix and its application to non-decomposable graphical Gaussian models