Efficient Gaussian graphical model determination under G-Wishart prior distributions
DOI10.1214/12-EJS669zbMATH Open1335.62069MaRDI QIDQ1950810FDOQ1950810
Authors: Hao Wang, Sophia Zhengzi Li
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1328280902
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Gaussian graphical modelsGibbs sampler\(G\)-Wishartnon-decomposable graphsexchange algorithmsposterior simulationhyper-inverse Wishartpartial analytic structure
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Graphical methods in statistics (62A09)
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- Seemingly unrelated multi-state processes: a Bayesian semiparametric approach
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- Learning Block Structured Graphs in Gaussian Graphical Models
- Hierarchical Gaussian graphical models: beyond reversible jump
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