An empirical Bayes procedure for the selection of Gaussian graphical models
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Publication:693346
DOI10.1007/s11222-011-9285-5zbMath1272.62008arXiv1003.5851OpenAlexW2117101570WikidataQ60461473 ScholiaQ60461473MaRDI QIDQ693346
Jean-Michel Marin, Sophie Donnet
Publication date: 7 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.5851
empirical BayesMarkov chain Monte CarloGaussian graphical modelsdecomposable modelsstochastic approximation EM
Computational methods in Markov chains (60J22) Multivariate analysis (62H99) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items
Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions, Bayesian graph selection consistency under model misspecification
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