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
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
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62E15: Exact distribution theory in statistics
60E05: Probability distributions: general theory
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