Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models (Q4455908)

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scientific article; zbMATH DE number 2059352
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Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
scientific article; zbMATH DE number 2059352

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    Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models (English)
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    16 March 2004
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    conjugate prior
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    importance sampling
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    Cholesky decomposition
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