Bayesian model selection approach for coloured graphical Gaussian models

DOI10.1080/00949655.2020.1784175OpenAlexW3039575176MaRDI QIDQ5036900

Hélène Massam, Xin Gao, Qiong Li

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.00764

zbMATH Keywords

auxiliary variable MCMC algorithmcoloured \(G\)-Wishart distributiondouble reversible jump

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics (62-XX)

Related Items (1)

Model selection in the space of Gaussian models invariant by symmetry

Uses Software

• gRc
• glasso
• huge
• ElemStatLearn

Cites Work

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