Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach
From MaRDI portal
Publication:716165
DOI10.1016/j.jmva.2011.01.001zbMath1215.62026MaRDI QIDQ716165
Christopher K. Carter, Frederick Wong, Robert Kohn
Publication date: 19 April 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.01.001
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
65C40: Numerical analysis or methods applied to Markov chains
62A09: Graphical methods in statistics
Related Items
Bayesian estimation of correlation matrices of longitudinal data, Bayesian inference in nonparanormal graphical models, Bayesian analysis of nonparanormal graphical models using rank-likelihood
Cites Work
- Bayesian thinking, modeling and computation.
- Modeling covariance matrices via partial autocorrelations
- Multivariate empirical Bayes and estimation of covariance matrices
- Hyper Markov laws in the statistical analysis of decomposable graphical models
- Estimation of a covariance matrix using the reference prior
- Efficient estimation of covariance selection models
- Objective Bayesian model selection in Gaussian graphical models
- Analysis of multivariate probit models
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
- Parsimonious Covariance Matrix Estimation for Longitudinal Data
- Multivariate Dispersion Models Generated From Gaussian Copula
- Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
- Decomposable graphical Gaussian model determination
- Cholesky decomposition of a hyper inverse Wishart matrix
- Bayesian correlation estimation
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
