Building hyper Dirichlet processes for graphical models
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Publication:1951978
DOI10.1214/08-EJS269zbMath1326.62012arXiv0807.3410MaRDI QIDQ1951978
Publication date: 27 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.3410
nonparametric prior; covariance selection; hyper Markov law; decomposable graphical distribution; stick-breaking measure
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