Computational Aspects Related to Inference in Gaussian Graphical Models With the G-Wishart Prior
نویسندگان
چکیده
منابع مشابه
Computational Aspects Related to Inference in Gaussian Graphical Models With the G-Wishart Prior
We describe a comprehensive framework for performing Bayesian inference for Gaussian graphical models based on the G-Wishart prior with a special focus on efficiently including nondecomposable graphs in the model space. We develop a new approximation method to the normalizing constant of a G-Wishart distribution based on the Laplace approximation. We review recent developments in stochastic sea...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2011
ISSN: 1061-8600,1537-2715
DOI: 10.1198/jcgs.2010.08181