A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors

DOI10.1007/S42081-022-00147-1OpenAlexW3134375505MaRDI QIDQ2166027FDOQ2166027

Authors: Sakae Oya, Teruo Nakatsuma 

Publication date: 23 August 2022

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.04657

zbMATH Keywords

Gibbs samplerprecision matrixgraphical modelpositive definitenesshit-and-run algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (1)

• A Bayesian graphical approach for large-scale portfolio management with fewer historical data

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