Simulation of hyper-inverse Wishart distributions for non-decomposable graphs
نویسندگان
چکیده
منابع مشابه
Simulation of Hyper-Inverse Wishart Distributions for Non-decomposable Graphs
We propose an efficient solution to the problem of sampling from a hyperinverse Wishart distribution in non-decomposable graphs. The method relies on local computations based on the standard junction tree representation of graphs and distribution theoretical results of constraint Wishart matrices. We hope with this note to clarify a few confusing points that appeared in previous attempts to sol...
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By CARLOS M. CARVALHO Institute of Statistics and Decision Sciences, Duke University, Durham, North Carolina 27708-0251, U.S.A. [email protected] HÉLÉNE MASSAM Department of Mathematics & Statistics, York University, Toronto M3J1P3, Canada. [email protected] and MIKE WEST Institute of Statistics and Decision Sciences, Duke University, Durham, North Carolina 27708-0251, U.S.A. mw@stat...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2010
ISSN: 1935-7524
DOI: 10.1214/10-ejs591