Bayesian estimation of a bounded precision matrix
نویسندگان
چکیده
منابع مشابه
Bayesian estimation of a sparse precision matrix
We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension p is large. Gaussian graphical models provide an important tool in describing conditional independence through presence or absence of the edges in the underlying graph. A popular non-Bayesian method of estimating a graphical structure is given by the gr...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.02.016